Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery (Q896583)
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scientific article; zbMATH DE number 6518704
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| English | Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery |
scientific article; zbMATH DE number 6518704 |
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Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery (English)
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10 December 2015
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financial time series
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adaptive trend estimation
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change-point detection
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binary segmentation
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unbalanced Haar wavelets
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frequency-domain modelling
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0.7302058339118958
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0.7293922305107117
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0.7226454019546509
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0.7193504571914673
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0.7117778658866882
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