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Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi, Barkhofen, Sonja, Guhr, Thomas, Stöckmann, Hans-Jürgen, Kuhl, UlrichVolume:
92
Language:
english
Journal:
Physical Review E
DOI:
10.1103/PhysRevE.92.062901
Date:
December, 2015
File:
PDF, 726 KB
english, 2015