Adaptive stable distribution and Hurst exponent by method of moments moving estimator for nonstationary time series

Fuente: arXiv

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Bibliographic Details
Main Author:	Duda, Jarek
Format:	Preprint
Published:	2025
Subjects:	Methodology Machine Learning Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.05354