TITLE

A robust test for detecting non-stationarity

AUTHOR(S)
Mohanty, Soumya D.
PUB. DATE
June 2000
SOURCE
AIP Conference Proceedings;2000, Vol. 523 Issue 1, p479
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Tests of stationarity that require a statistical model for ambient noise may not be appropriate for huge data sets since, in most cases, the models would have to be estimated from the data itself. An alternative is presented in the form of a robust test: its false alarm rate is almost independent of the statistical nature of the ambient noise. Apart from robustness this test is also suitable as an online monitor of stationarity. © 2000 American Institute of Physics.
ACCESSION #
6028783

 

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