Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156)
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English | Inducing normality from non-Gaussian long memory time series and its application to stock return data |
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Inducing normality from non-Gaussian long memory time series and its application to stock return data (English)
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26 November 2011
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Box-Cox transformation
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discrete wavelet transform
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long memory
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MCMC
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normality
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