Compounding approach for univariate time series with nonstationary variances
R. Schäfer, S. Barkhofen, T. Guhr, H.-J. Stöckmann, U. Kuhl, Physical Review E (2015).
Download
No fulltext has been uploaded.
Journal Article
| Published
| English
Author
Schäfer, Rudi;
Barkhofen, SonjaLibreCat;
Guhr, Thomas;
Stöckmann, Hans-Jürgen;
Kuhl, Ulrich
Publishing Year
Journal Title
Physical Review E
LibreCat-ID
Cite this
Schäfer R, Barkhofen S, Guhr T, Stöckmann H-J, Kuhl U. Compounding approach for univariate time series with nonstationary variances. Physical Review E. Published online 2015. doi:10.1103/physreve.92.062901
Schäfer, R., Barkhofen, S., Guhr, T., Stöckmann, H.-J., & Kuhl, U. (2015). Compounding approach for univariate time series with nonstationary variances. Physical Review E. https://doi.org/10.1103/physreve.92.062901
@article{Schäfer_Barkhofen_Guhr_Stöckmann_Kuhl_2015, title={Compounding approach for univariate time series with nonstationary variances}, DOI={10.1103/physreve.92.062901}, journal={Physical Review E}, author={Schäfer, Rudi and Barkhofen, Sonja and Guhr, Thomas and Stöckmann, Hans-Jürgen and Kuhl, Ulrich}, year={2015} }
Schäfer, Rudi, Sonja Barkhofen, Thomas Guhr, Hans-Jürgen Stöckmann, and Ulrich Kuhl. “Compounding Approach for Univariate Time Series with Nonstationary Variances.” Physical Review E, 2015. https://doi.org/10.1103/physreve.92.062901.
R. Schäfer, S. Barkhofen, T. Guhr, H.-J. Stöckmann, and U. Kuhl, “Compounding approach for univariate time series with nonstationary variances,” Physical Review E, 2015, doi: 10.1103/physreve.92.062901.
Schäfer, Rudi, et al. “Compounding Approach for Univariate Time Series with Nonstationary Variances.” Physical Review E, 2015, doi:10.1103/physreve.92.062901.
Google Scholar