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checkstationary

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checkstationary

by Zlatko Petroff

 

02 Aug 2004 (Updated 03 Aug 2004)

Non-papametric tests for stationary.

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Description

The function tests given realization X of random process Xi(t) for stationary, using of the two non-parametric criterions - the criterion of inversion and the criterion of the series.

MATLAB release MATLAB 6.5 (R13)
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Tag Applied By Date/Time
statistics Zlatko Petroff 22 Oct 2008 07:28:47
probability Zlatko Petroff 22 Oct 2008 07:28:47
check Zlatko Petroff 22 Oct 2008 07:28:47
stationary Zlatko Petroff 22 Oct 2008 07:28:47
nonparametric Zlatko Petroff 22 Oct 2008 07:28:47
tests Zlatko Petroff 22 Oct 2008 07:28:47

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