LongMemoryEstimate.is_stationary#

property LongMemoryEstimate.is_stationary: bool[source]#

Whether the point estimate lies in the stationary range \(d < 1/2\).

A reading of the estimate, not a test; the boundary test is test(0.5).

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> exact_local_whittle(rng.standard_normal(500)).is_stationary
True