Concepedia

Statistical Stationarity

Statistical Stationarity is a stochastic property of a time series in which the joint probability distribution remains invariant over time, thereby ensuring that statistical features such as mean, variance, and autocorrelation are constant across time epochs.

427

Publications

44.7K

Citations

877

Authors

501

Institutions

Publications per year

2017–2026

60

Variants

Stationarity

Parents

Publications

427

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

, , +9

Testing Mediational Models With Longitudinal Data: Questions and Tips in the Use of Structural Equation Modeling.

David A. Cole, Scott E. Maxwell · Journal of Abnormal Psychology · 2003 · 3.5K citations

, , +17

Simulation Run Length Control in the Presence of an Initial Transient

Philip Heidelberger, Peter D. Welch · Operations Research · 1983 · 1.3K citations

, , +15

Statistical Analysis of Stationary Time Series.

G. M. Jenkins, Ulf Grenander, Meg A. Rosenblatt · Biometrika · 1958 · 824 citations

, , +13

A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

Ralf Becker, Walter Enders, Junsoo Lee · Journal of Time Series Analysis · 2006 · 824 citations · Full text

, , +13

1–5 of 427

Authors

877

  1. SJ
    Stephen J. Leybourne

    University of Nottingham, United Kingdom

    6 publications · 251 citations

    6

    h-index

  2. UG
    Ulf Grenander

    Brown University, United States

    6 publications · 1.4K citations

    6

    h-index

  3. MR
    Murray Rosenblatt

    University of California San Diego, United States

    5 publications · 817 citations

    5

    h-index

  4. RT
    Robert Taylor

    University of Nottingham, United Kingdom

    4 publications · 296 citations

    4

    h-index

  5. AH
    Andrew Harvey

    University of Cambridge, United Kingdom

    4 publications · 286 citations

    4

    h-index

1–5 of 877

Institutions

501

  1. University of Nottingham

    Nottingham, United Kingdom

    10 h-index

    25 publications

    1.3K citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    10 h-index

    23 publications

    1.3K citations

  3. Princeton University

    Princeton, United States

    9 h-index

    15 publications

    1.9K citations

  4. Bank of Italy

    Rome, Italy

    6 h-index

    8 publications

    644 citations

  5. University of California, Los Angeles

    Los Angeles, United States

    5 h-index

    7 publications

    673 citations

  6. University of Cambridge

    Cambridge, United Kingdom

    5 h-index

    11 publications

    460 citations

  7. University of Chicago

    Chicago, United States

    4 h-index

    9 publications

    285 citations

  8. University of Amsterdam

    Amsterdam, The Netherlands

    4 h-index

    7 publications

    1.7K citations

1–8 of 501

Venues

  1. Journal of Time Series Analysis

    13 publications · 1.6K citations

    13

    h-index

  2. Economics Letters

    10 publications · 583 citations

    10

    h-index

  3. SSRN Electronic Journal

    Repository · 8 publications · 234 citations

    8

    h-index

  4. Applied Economics

    8 publications · 218 citations

    8

    h-index

  5. Journal of Econometrics

    8 publications · 14.1K citations

    8

    h-index

1–5