Testing trend stationarity of functional time series with application to yield and daily price curves (Q1748622)
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scientific article; zbMATH DE number 6868043
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| English | Testing trend stationarity of functional time series with application to yield and daily price curves |
scientific article; zbMATH DE number 6868043 |
Statements
Testing trend stationarity of functional time series with application to yield and daily price curves (English)
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14 May 2018
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functional data
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daily price curves
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integrated time series
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random walk
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0.9298341274261476
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0.8737665414810181
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0.7929748296737671
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0.7912247180938721
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0.7782701253890991
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