Wavelet transform on regression trend curve and its application in financial data

DOI10.1142/S021969132050040XzbMath1471.42078MaRDI QIDQ5137934

Xiao-Hui Zhou

Publication date: 3 December 2020

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

multiresolution analysisregression trend curvewavelet on manifolds

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Numerical methods for wavelets (65T60) Actuarial science and mathematical finance (91G99)

Related Items (4)

An algorithm of generating random number by wavelet denoising method and its application ⋮ An algorithm for constructing the two-direction Armlet multiwavelet ⋮ CWT × DWT × DTWT × SDTWT: Clarifying terminologies and roles of different types of wavelet transforms ⋮ Biorthogonal wavelet on a logarithm curve \(\mathbb{C}\)

Cites Work

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