@article{epos1885,
          volume = {31},
          number = {1},
          author = {M. B. Priestley and T. Subba Rao},
           title = {A Test for Non-Stationarity of Time-Series},
       publisher = {Wiley for the Royal Statistical Society},
         journal = {Journal of the Royal Statistical Society. Series B (Methodological)},
           pages = {140--149},
            year = {1969},
        keywords = {Analysis of variance, Spectral energy distribution, Stationary processes, Statism, Spectral methods, Signal bandwidth, Spectroscopy, Randomness, Continuous spectra, Mathematical independent variables},
             url = {https://episodesplatform.eu/eprints/1885/},
        abstract = {We consider the problem of testing a given time-series for stationarity. The approach is based on evolutionary spectral analysis, and the proposed method consists essentially in testing the "homogeneity" of a set of evolutionary spectra evaluated at different instants of time. Using a logarithmic transformation, we show that the mechanics of the test are formally equivalent to a two-factor analysis of variance procedure when the residual variance is known, a priori. In addition to testing stationarity, the analysis provides also a method for testing whether the observed series fits a "uniformly modulated" model, and a test for "randomness" (constancy of spectra).}
}