On Certain Stationarity Tests for Hydrologic Series

sts15 Tests for stationarity of a time series

sts15 Tests for stationarity of a time series Christopher F. Baum, Boston College, [email protected] Abstract: Implements the Elliott–Rothenberg–Stock (1996) DF-GLS test and the Kwiatkowski–Phillips–Schmidt–Shin (1992) KPSS tests for stationarity of a time series. The DF-GLS test is an improved version of the augmented Dickey–Fuller test. The KPSS test has a null hypothesis of stationarity and may be...

Hypothesis tests for hydrologic alteration

On Derandomizing Tests for Certain Polynomial Identities

We extract a paradigm for derandomizing tests for polynomial identities from the recent AKS primality testing algorithm. We then discuss its possible application to other tests.

Stationarity in OWD time series

IT is a widely accepted view that Internet tra c and thus the related quantities show long-range dependence (LRD). Besides other features, in practice, this means slowly decaying correlations, often according to some power law: C(τ) ∼ τ−α. Recent results suggest that this phenomenon is valid only on certain time scales, depending on the actual measurement. Stationary periods were detected in va...

Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics

In this paper, we show that the adaptive multidimensional increment ratio estimator of the long range memory parameter defined in Bardet and Dola (2012) satisfies a central limit theorem (CLT in the sequel) for a large semiparametric class of Gaussian fractionally integrated processes with memory parameter d ∈ (−0.5, 1.25). Since the asymptotic variance of this CLT can be computed, tests of sta...