Pages that link to "Item:Q1351737"
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The following pages link to Testing stationarity for stock market data (Q1351737):
Displaying 3 items.
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
