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)00552-6zbMath0995.62081MaRDI QIDQ1599009
Zbigniew R. Struzik, Arno P. J. M. Siebes
Publication date: 4 June 2002
Published in: Physica A (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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