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
Timestamp+2001-01-09T00:00:00Z
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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: 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 / 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
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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    Identifiers