Revisiting and testing stationarity
نویسندگان
چکیده
منابع مشابه
Testing stationarity of functional time series
Economic and financial data often take the formof a collection of curves observed consecutively over time. Examples include, intraday price curves, yield and term structure curves, and intraday volatility curves. Such curves can be viewed as a time series of functions. A fundamental issue that must be addressed, before an attempt is made to statistically model such data, is whether these curves...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2008
ISSN: 1742-6596
DOI: 10.1088/1742-6596/139/1/012004