AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX (Q4917267)
From MaRDI portal
scientific article; zbMATH DE number 6159216
Language | Label | Description | Also known as |
---|---|---|---|
English | 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)
0 references
29 April 2013
0 references
Dow Jones index
0 references
local regularity of real function
0 references
entropy
0 references
estimator of local regularity
0 references
pointwise Hölder exponent
0 references
pointwise wavelet leaders entropy
0 references
wavelet leaders coefficients
0 references
analysis of financial data series
0 references
0 references