Terra Cognita

Integration I(d) of Nonstationary Time Series: Stationary and nonstationary increments

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2008

Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne

arXiv preprint (physics.soc-ph, physics.data-an, q-fin.ST).

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