Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series (Q1599009): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series |
scientific article |
Statements
Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series (English)
0 references
4 June 2002
0 references
stochastic processes
0 references
scaling behaviour
0 references
multifractal spectrum
0 references