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Books on the topic 'Stationarity'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Thorisson, Hermann. Coupling, Stationarity, and Regeneration. Springer New York, 2000. http://dx.doi.org/10.1007/978-1-4612-1236-2.

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2

Campa, Jose. Goods arbitrage and real exchange rate stationarity. Oesterreichische Nationalbank, 1998.

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3

Hathaway, Neville. The non-stationarity of share price volatility. University of Melbourne, 1985.

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4

Kenny, Patrick. Non-stationarity and persistence in real exchange rates. Department of Political Economy, UCD, 1990.

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5

Levy, Adam B. Stationarity and Convergence in Reduce-or-Retreat Minimization. Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-4642-2.

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6

service), SpringerLink (Online, ed. Stationarity and Convergence in Reduce-or-Retreat Minimization. Springer New York, 2012.

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7

Nåsell, Ingemar. Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20530-9.

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8

Dahmen, E. R. Screening of hydrological data: Tests for stationarity and relative consistency. International Institute for Land Reclamation and Improvement, 1990.

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9

Schlitzer, Guiseppe. Testing stationarity of economic time series: Further Monte Carlo evidence. Banca d'Italia, 1994.

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10

Heveling, Matthias. Bijective point maps, point-stationarity and characterization of Palm measures. Univ.-Verl. Karlsruhe, 2006.

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11

Tibrewala, Vikas. A predictive test of the NBD model that controls fror non- stationarity. INSEAD, 1986.

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12

Patterson, K. D. The stationarity of data revisions: A study of some national income aggregates. University of Reading. Department of Economics, 1989.

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13

Macdonald, G. A. Testing for stationarity and co-integration: An application to Saudi-Arabian monetary data. Loughborough University Banking Centre, 1989.

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14

Waddell, Peter J. INTEROGATE 1.0. exploration and testing of stationarity, reversibility and clock-likeness in sequence data. Institute of Statistical Mathematics, 2005.

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15

München, Technische Universität, ed. K-schwach stationäre Prozesse: K eine Hypergruppe. [s.n.], 1989.

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16

Steingress, Frederick M. Stationary engineering. 4th ed. American Technical Publishers, 2008.

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17

Corporation, National Learning, ed. Stationary engineer. National Learning Corporation, 1994.

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18

Steingress, Frederick M. Stationary engineering. American Technical Publishers, 1991.

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19

Steingress, Frederick M. Stationary engineering. 3rd ed. American Technical Publishers, 2003.

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20

Cavaretta, Alfred S. Stationary subdivision. American Mathematical Society, 1991.

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21

1926-, Frost Harold J., ed. Stationary engineering. 2nd ed. American Technical Publishers, 1996.

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22

Clements, Michael P. Forecasting with difference-stationary and trend-stationary models. University of Warwick, Department of Economics, 1998.

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23

Baker, Allan. Stationary steam engines. A.T. Condie, 1990.

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24

Collet, Pierre, Servet Martínez, and Jaime San Martín. Quasi-Stationary Distributions. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-33131-2.

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25

Gohm, Rolf. Noncommutative Stationary Processes. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/b95349.

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26

P, Franken, and Lisek Bernd 1954-, eds. Stationary stochastic models. Wiley, 1990.

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27

Meade, J. E. The stationary economy. AldineTransaction, 2007.

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28

Petrocelly, K. L. Stationary engineering handbook. Fairmont Press, 1989.

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29

Segal, Mordechai. Time delay estimation in stationary and non-stationary environments. Woods Hole Oceanographic Institution, 1988.

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30

Dagalakis, Nicholas G. Coupling, Stationarity and Regeneration. Taylor & Francis Group, 2001.

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31

Stationarity: A Gentle Introduction Hb. World Scientific Publishing Co Pte Ltd, 2024.

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32

Danilov, V. M. Non-stationarity of Open Star Clusters. Ural University Press, 2021. http://dx.doi.org/10.15826/b978-5-7996-3173-4.

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The monograph poses issues related to the study of the non-stationarity of open star clusters (OSCs), starting with an analysis of the properties of the trajectories of individual stars to the study of collective motion of stars. A discussion of the dynamics of correlations and wave processes in such clusters is presented. The mechanisms of the dynamic evolution of OSCs, the gravitational instability of OSC nuclei, the spectra of frequencies and wavenumbers for oscillations of numerical models of OSCs, astrophysical applications of the results of studies of the dynamics of OSCs are considered.

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33

Qiu, Tian Tian. Estimation and inference under non-stationarity. 2008.

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34

Thorisson, Hermann. Coupling, Stationarity, and Regeneration (Probability and its Applications). Springer, 2000.

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35

Levy, Adam B. Stationarity and Convergence in Reduce-or-Retreat Minimization. Springer, 2012.

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36

Stationarity and Convergence in ReduceOrRetreat Minimization Springerbriefs in Optimization. Springer, 2012.

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37

Jankiewicz, Maria. Two stationarity conditions in the Gl/r0/M/r1 dam. 1986.

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38

Nåsell, Ingemar. Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model. Springer, 2011.

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39

Extinction and quasi-stationarity in the stochastic logistic SIS model. Springer Verlag, 2011.

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40

Schapiro, Mark. End of Stationarity: Searching for the New Normal in the Age of Carbon Shock. Chelsea Green Publishing, 2016.

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41

1955-, Schapiro Mark, ed. The end of stationarity: Searching for the new normal in the age of carbon shock. 2016.

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42

Schurz, Henri. Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications. Logos, 1997.

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43

Mitra, Tapan. Sensitivity of Stationary Equitable Preferences. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198812555.003.0006.

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The paper studies the sensitivity implications of the class of monotone social preference orders on infinite utility streams which satisfy the axioms of Equity (Finite Anonymity) and Stationarity (Independent Future). The principal result of this investigation is that representability of such preference orders implies a certain lack of sensitivity to the utility stream of any finite number of generations, which we refer to as ‘insensitivity to the present’. Our result points to a fundamental difficulty in implementing the sustainability principle, which requires intertemporal social preference

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44

McCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.

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Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov (KS) statistic. Non-Normal time series are transformed with a Box-Cox procedure is applied. A tentative ARIMA noise model is then identified from a sample AutoCorrelation function (ACF). If the sample ACF identifies a nonstationary model, the time series is differenced. Integer orders p and q of the underlying autoregressive and moving average structures are then identified from the ACF and partial a

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45

Lee, Kai Man. An empirical study of the stationarity of risk and the capital asset pricing model in the context of the Hong Kong StockMarket. 1992.

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46

Stationary. Pentagon Press, 2005.

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47

Stationary engineer. National Learning Corporation, 2001.

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48

Karyn, Aunt. Stationary Circus. Art Of Tourism LLC, The, 2023.

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49

Durrell, Gerald Malcolm. Stationary Ark. Open Road Integrated Media, Inc., 2017.

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50

Rudman, Jack. Stationary Engineer. National Learning Corp, 2006.

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