1
$\begingroup$

I have read that in speech signal processing analysis when voice is segmented in brief temporary segments the series segments transitions from being non stationary to stationary. My question is if this is also the case for financial data when this data can be segmented in smaller and smaller time spand windows (stock market).

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.