Weak Stationarity

2014 ◽  
Author(s):  
Murad S. Taqqu
Keyword(s):  
Weak Stationarity

A periodogram-based test for weak stationarity and consistency between sections in time series

2009 ◽  
Vol 180 (1) ◽  
pp. 138-146 ◽  
Author(s):  
D.M. Halliday ◽  
J.R. Rosenberg ◽  
A. Rigas ◽  
B.A. Conway
Keyword(s):  
Time Series ◽  
Weak Stationarity

scholarly journals The Color of Noise and Weak Stationarity at the NREM to REM Sleep Transition in Mild Cognitive Impaired Subjects

2018 ◽  
Vol 9 ◽  
Author(s):  
Alejandra Rosales-Lagarde ◽  
Erika E. Rodriguez-Torres ◽  
Benjamín A. Itzá-Ortiz ◽  
Pedro Miramontes ◽  
Génesis Vázquez-Tagle ◽  
...  
Keyword(s):  
Rem Sleep ◽  
Weak Stationarity ◽  
Sleep Transition

scholarly journals Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process

2016 ◽  
Vol 39 (2) ◽  
pp. 149
Author(s):  
Fabio Nieto ◽  
Edna C. Moreno
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Open Loop ◽  
Conditional Variance ◽  
Sufficient Condition ◽  
Conditional Distributions ◽  
Threshold Autoregressive ◽  
Sample Paths ◽  
Weak Stationarity ◽  
Stochastic Mechanism

<p>Clusters of large values are observed in sample paths of certain open-loop threshold autoregressive (TAR) stochastic processes. In order to characterize the stochastic mechanism that generates this empirical stylized fact, three types of marginal conditional distributions of the underlying stochastic process are analyzed in this paper. One allows us to find the conditional variance function that explains the aforementioned stylized fact. As a by-product, we are able to derive a sufficient condition to have asymptotic weak stationarity in an open-loop TAR stochastic process.</p>

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