Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 18:10, 7 February 2024
scientific article; zbMATH DE number 2169393
Language | Label | Description | Also known as |
---|---|---|---|
English | Applications of Hilbert–Huang transform to non‐stationary financial time series analysis |
scientific article; zbMATH DE number 2169393 |
Statements
Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (English)
0 references
20 May 2005
0 references
Hilbert-Huang transform (HHT)
0 references
empirical mode decomposition (EMD)
0 references
financial time series
0 references
data analysis
0 references
Hilbert spectral analysis
0 references
volatility
0 references
stock price analysis
0 references