Wavelet-based detection of outliers in financial time series
From MaRDI portal
Publication:2445711
DOI10.1016/j.csda.2009.12.010zbMath1284.91585MaRDI QIDQ2445711
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.12.010
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91B84: Economic time series analysis
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Uses Software
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