An improvement of the energy function

DOI10.1016/J.SIGPRO.2004.09.006MaRDI QIDQ956119zbMATH OpenOpenAlexFDO

Authors Konstantinos Drakakis, Dragan Radulović

Publication date 25 November 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2004.09.006

zbMATH Keywords

dependencetime scaleenergy functionaveraging function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

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• An improvement for GVW

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