Your English writing platform
Discover LudwigExact(15)
Carlstein, E. The use of subseries values for estimating the variance of a general statistic from a stationary sequence.
The ADF unit root test results in Table 1 suggest that the variables are not all a stationary sequence, but their first-order difference is a stationary sequence.
The reconstruction of a stationary sequence is based on its first coefficient.
Let ({ {{X_{j}},j ge1} }) be a stationary sequence with mixing coefficient (alpha ( k )).
The correlation of a stationary sequence must vanish after few samples.
If ∣u∣ ≤ 1.96, there is no significant difference between μ i, and {x n } can be determined to be a stationary sequence.
Similar(45)
Let (xi= xi_{k})_{-infty < k<infty}) be a strictly stationary sequence on a probability space ((Omega,mathcal{F},P)), and (mathcal{G}) be a σ-algebra of invariant sets of the sequence ξ and (mathcal{F}_{k}=sigma ldots,xi_{k-1},xi_{k})).
In the specific case of a single freight vehicle often returning to the LB of a mall, having a weakly stationary sequence of parking durations means that its recorded PDs at the observed mall vary randomly around the mean with a constant standard deviation, and the mean PD does not change over time.
Therefore, a temporally stationary sequence of DC components is reconstructed over time by a single coefficient.
where {a j } is a sequence of real numbers with ∑ j = 0 ∞ a j < ∞ and {ε i } is a strictly stationary sequence such that Eε i = 0, E ε i 2 < ∞.
However, practically, a strictly stationary sequence does not exist.
Write better and faster with AI suggestions while staying true to your unique style.
Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com