Differentiating intraday seasonalities through wavelet multi-scaling (Q88369): Difference between revisions
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Property / published in: Physica A / rank | |||||||||||||||
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9 January 2001
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Property / publication date: 9 January 2001 / rank | |||||||||||||||
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Property / author: Ramazan Gençay / rank | |||||||||||||||
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Property / author: Faruk Selçuk / rank | |||||||||||||||
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Property / author: Brandon Whitcher / rank | |||||||||||||||
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Differentiating intraday seasonalities through wavelet multi-scaling (English) | |||||||||||||||
Property / title: Differentiating intraday seasonalities through wavelet multi-scaling (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 0971.91504 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 91B26 / rank | |||||||||||||||
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Property / zbMATH DE Number: 1550076 / rank | |||||||||||||||
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non-decimated discrete wavelet transform | |||||||||||||||
Property / zbMATH Keywords: non-decimated discrete wavelet transform / rank | |||||||||||||||
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translation invariant filtering | |||||||||||||||
Property / zbMATH Keywords: translation invariant filtering / rank | |||||||||||||||
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arbitrary length series decomposition | |||||||||||||||
Property / zbMATH Keywords: arbitrary length series decomposition / rank | |||||||||||||||
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Property / cites work: The Distribution of Realized Exchange Rate Volatility / rank | |||||||||||||||
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Property / cites work: Q4003151 / rank | |||||||||||||||
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Property / cites work: Ten Lectures on Wavelets / rank | |||||||||||||||
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Property / cites work: Q4705314 / rank | |||||||||||||||
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Property / cites work: A theory for multiresolution signal decomposition: the wavelet representation / rank | |||||||||||||||
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Property / cites work: Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets / rank | |||||||||||||||
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Property / cites work: On estimation of the wavelet variance / rank | |||||||||||||||
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Property / full work available at URL: https://doi.org/10.1016/s0378-4371(00)00463-5 / rank | |||||||||||||||
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Latest revision as of 11:17, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Differentiating intraday seasonalities through wavelet multi-scaling |
scientific article |
Statements
289
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3-4
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543-556
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January 2001
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9 January 2001
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Differentiating intraday seasonalities through wavelet multi-scaling (English)
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non-decimated discrete wavelet transform
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translation invariant filtering
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arbitrary length series decomposition
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