Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1002/asmb.501 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2140208140 / rank | |||
Normal rank |
Revision as of 15:28, 19 March 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