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ENTITY Autoregressive processes with anomalous scaling behavior: applications to high-frequency variations of a stock market index

Autoregressive processes with anomalous scaling behavior: applications to high-frequency variations of a stock market index

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  1. TOOL · CL_261218 ·

    New statistical method improves estimation for time-dependent data

    Researchers have developed a new statistical method called leave-a-window-out estimation for analyzing sequences of random variables. This technique aims to improve the estimation of functionals, such as the probability…