A robust test for detecting non-stationarity

Details A robust test for detecting non-stationarity A robust test for detecting non-stationarity

Jun 2000

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2000aipc..523..479m&link_type=abstract

GRAVITATIONAL WAVES: Third Edoardo Amaldi Conference. AIP Conference Proceedings, Volume 523, pp. 479-480 (2000).

Mathematics

Probability

Data Analysis: Algorithms And Implementation, Data Management, Probability Theory, Stochastic Processes, And Statistics, Gravitational Wave Detectors And Experiments, Gravitational Radiation Detectors, Mass Spectrometers, And Other Instrumentation And Techniques

Scientific paper

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. .

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