Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156)

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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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