Multiscale analysis and reconstruction of time series of stochastic cascade processes

DOI10.1002/PAMM.200810769MaRDI QIDQ4582483zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

Recommendations

• Multi-scale description and prediction of financial time series
• Modelling turbulent time series by BSS-processes
• Intermittency in turbulence: Multiplicative random process in space and time
• Multiscale analysis from turbulent time series with wavelet transform
• TIME SERIES ANALYSIS IN RECONSTRUCTED STATE SPACES

Cited in

(2)

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

This page was built for publication: Multiscale analysis and reconstruction of time series of stochastic cascade processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4582483)