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Variance fluctuations in nonstationary time series: a compa..:

Jennings, Heather D ; Ivanov, Plamen Ch ; M. Martins, Allan de..
Physica A: Statistical Mechanics and its Applications.  336 (2004)  3-4 - p. 585-594 , 2004
Link: https://doi.org/10.1016/j.physa.2003.12.049