Comparison of 9 aspect ratio selection methods for 1D Curves

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Dow-Jones index on 251 trading days ending 26 Aug 1994. Link
AL MS AS AWO AO
dj
α = 0.0895

α = 0.0872

α = 0.0895

α = 0.1301

α = 0.0902

L1-LOR LOR GOR RV
α = 0.1194

α = 0.119

α = 0.1197

α = 0.1079