AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX (Q4917267)

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scientific article; zbMATH DE number 6159216
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AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX
scientific article; zbMATH DE number 6159216

    Statements

    AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX (English)
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    29 April 2013
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    Dow Jones index
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    local regularity of real function
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    entropy
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    estimator of local regularity
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    pointwise Hölder exponent
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    pointwise wavelet leaders entropy
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    wavelet leaders coefficients
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    analysis of financial data series
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