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"Testing diffusion processes for non-stationarity."

Jeff Hamrick, Murad S. Taqqu (2009)

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DOI: 10.1007/S00186-008-0250-9

access: closed

type: Journal Article

metadata version: 2020-03-03

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Jeff Hamrick, Murad S. Taqqu:
Testing diffusion processes for non-stationarity. Math. Methods Oper. Res. 69(3): 509-551 (2009)

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