New method in spectral analysis: Measuring the distance of processes

A milestone in the description of complex processes -- for example the ups and downs of share prices -- has been reached by mathematicians. Researchers have developed a new method in spectral analysis, which allows a classical mathematical model assumption, so-called stationarity, to be precisely measured and determined for the first time. The approach also makes it possible to construct statistical tests that are considerably better and more accurate than previous methods.

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