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Pre-Model Structure Screening Across Non-Stationary Financial and Neural Time Series
Pre-Model Structure Screening Across Non-Stationary Financial and Neural Time Series
Fuente:
Zenodo
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Bibliographic Details
Main Author:
Lee, Parker
Format:
Recurso digital
Published:
Zenodo
2026
Subjects:
pre-model diagnostics
structure screening
structure detection
structural validity
coherence analysis
non-stationary time series
time-varying structure
regime dynamics
complex systems
cross-domain analysis
domain-agnostic methods
financial time series
market dynamics
EEG
electroencephalography
neural signals
time series analysis
sliding-window analysis
Online Access:
Acceder al recurso
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Internet
https://doi.org/10.5281/zenodo.18112213
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