Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment ...
Author Name Hazem KRICHENE (University of Hyogo) / ARATA Yoshiyuki (Fellow, RIETI) / Abhijit CHAKRABORTY (University of Hyogo) / FUJIWARA Yoshi (University of Hyogo) / INOUE Hiroyasu (University of ...
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