A nonparametric test of stationarity for independent data Academic Article uri icon

abstract

  • © 2015 Elsevier B.V. A nonparametric test of stationarity for 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.

author list (cited authors)

  • Hart, J. D

complete list of authors

  • Hart, Jeffrey D

publication date

  • January 1, 2016 11:11 AM