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Stationary Subspace Analysis

Markus Matilainen, Lea Flumian, Sara Taskinen, Klaus Nordhausen

Last update: 1 December 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.1

Cites work

• Stationary Subspace Analysis as a Generalized Eigenvalue Problem
• Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance

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