Multiscale analysis and reconstruction of time series of stochastic cascade processes

DOI10.1002/PAMM.200810769zbMATH Open1394.62124OpenAlexW2094230254MaRDI QIDQ4582483FDOQ4582483

Authors: A. Nawroth, Matthias Wächter, J. Peinke 

Publication date: 23 August 2018

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200810769

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Multi-scale description and prediction of financial time series
• Stochastic Analysis of Scaling Time Series

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