Non-parametric seasonal unit root tests under periodic non-stationary volatility.
Kemal Çaglar GögebakanBurak Alparslan ErogluPublished in: Comput. Stat. (2022)
Keyphrases
- non stationary
- stock price
- financial time series
- adaptive algorithms
- random fields
- stock market
- blind source separation
- short term
- tree structure
- concept drift
- autoregressive
- exchange rate
- white noise
- financial markets
- empirical mode decomposition
- multi component
- multiscale
- biomedical signals
- temporal evolution
- high resolution