Bounded unit root processes with non-stationary volatility.

Kemal Çaglar Gögebakan Burak Alparslan Eroglu

Published in: Commun. Stat. Simul. Comput. (2023)

Keyphrases

non stationary
stock price
financial time series
random fields
adaptive algorithms
autoregressive
fractional brownian motion
temporal evolution
empirical mode decomposition
white noise
biomedical signals
image sequences
video streams
concept drift
exchange rate
change point detection