Wavelet-based detection of outliers in financial time series
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Publication:2445711
DOI10.1016/j.csda.2009.12.010zbMath1284.91585OpenAlexW2094882603MaRDI 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
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)
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Uses Software
Cites Work
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