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Statistical analysis of financial time series under the assumption of local stationarity - MaRDI portal

Statistical analysis of financial time series under the assumption of local stationarity (Q4610227)

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scientific article; zbMATH DE number 7002121
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Statistical analysis of financial time series under the assumption of local stationarity
scientific article; zbMATH DE number 7002121

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    Statistical analysis of financial time series under the assumption of local stationarity (English)
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    15 January 2019
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    financial time series
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    local stationarity
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    nonparametric methodology
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