Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series
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Publication:1599009
DOI10.1016/S0378-4371(02)00552-6zbMATH Open0995.62081OpenAlexW2147275227MaRDI QIDQ1599009FDOQ1599009
Authors: Zbigniew R. Struzik, Arno P. J. M. Siebes 
Publication date: 4 June 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00552-6
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Cites Work
- Ten Lectures on Wavelets
- THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
- Singularity spectrum of fractal signals from wavelet analysis: Exact results
- Singularity detection and processing with wavelets
- Wavelet methods for pointwise regularity and local oscillations of functions
- Title not available (Why is that?)
- BEYOND CLASSICAL MULTIFRACTAL ANALYSIS USING WAVELETS: UNCOVERING A MULTIPLICATIVE PROCESS HIDDEN IN THE GEOMETRICAL COMPLEXITY OF DIFFUSION LIMITED AGGREGATES
- Title not available (Why is that?)
- Wavelet methods in (financial) time-series processing
- THE WAVELET TRANSFORM IN THE SOLUTION TO THE INVERSE FRACTAL PROBLEM
Cited In (7)
- Outlier detection using default reasoning
- Finite-size effect and the components of multifractality in financial volatility
- Testing for outliers in time series using wavelets
- Wavelet transform asymmetric Winsorized mean in detecting outlier values
- Forecasting container throughput of Qingdao Port with a hybrid model
- Wavelet-based detection of outliers in financial time series
- Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method
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