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Revisiting and testing stationarity

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Abstract

The concept of stationarity is revisited from an operational perspective that explicitly takes into account the observation scale. A general framework is described for testing such a relative stationarity via the introduction of stationarized surrogate data.
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Dates and versions

ensl-00274849 , version 1 (21-04-2008)

Identifiers

  • HAL Id : ensl-00274849 , version 1

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Patrick Flandrin, Pierre Borgnat. Revisiting and testing stationarity. 2008. ⟨ensl-00274849⟩
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