Gimeno, Ricardo; Manchado, Benjamı́n; Mı́nguez, Román - In: Physica A: Statistical Mechanics and its Applications 269 (1999) 1, pp. 72-78
Much attention has been paid in recent years to the study of the order of integration of a time series, i.e. the number of differences that are necessary to transform it into a stationary series. The relevance of the subject arises because most of time series analysis in economics and finance...
