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Katsuto Tanaka. Nonstationary and noninvertible time series are unconventional subareas of time series analysis that provide extremely accurate information on certain types of data. In recent years, researchers working in a variety of disciplines—especially in the economic and financial arenas—have developed numerous groundbreaking applications for nonstationary and noninvertible methods.


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Interest in these areas continues to grow. However, the mathematics of nonstationary time series analysis differs significantly from that used in traditional time series analysis. See general information about how to correct material in RePEc.

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