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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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