2016
DOI: 10.1016/j.spl.2015.09.024
|View full text |Cite
|
Sign up to set email alerts
|

A nonparametric test of stationarity for independent data

Abstract: A nonparametric test for stationarity of independent data is investigated. The test is based on comparing kernel density estimates calculated from subsamples of the data. Asymptotic distribution theory is developed and results of a modest simulation study are presented.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 10 publications
(27 reference statements)
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?