Tailen Hsing, Thomas Brown, Brian Thelen, LOCAL INTRINSIC STATIONARITY AND ITS INFERENCE, The Annals of Statistics, Vol. 44, No. 5 (October 2016), pp. 2058-2088 ...

Applications of the robustified statistics to various seasonally unadjusted time series measures of U.K. consumers' expenditure are considered; these yield considerably more evidence of seasonal unit ...

You can also check stationarity by using the sample autocorrelation functions displayed by the ARIMA procedure. The autocorrelation functions of nonstationary series tend to decay slowly. See Chapter ...

In a world of algorithmic markets, AI-guided policymaking, and ESG dashboards flashing red, we still cling to the belief that objective thought can tame complexity. Yet what if the very pursuit of ...