scientific article; zbMATH DE number 5260760

zbMATH Open1147.91362MaRDI QIDQ5456161FDOQ5456161

Authors: Yang Wu, Donghua Zhu 

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

wavelet transformfutures time seriesWARIMA model

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Statistical methods; economic indices and measures (91B82)

Cited In (3)

• Long-run wavelet-based correlation for financial time series
• Non-steady time series analysis of financial investmentments in education based on ARMA models
• Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model

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