Probability density of the empirical wavelet coefficients of a noisy chaos

DOI10.1016/J.PHYSD.2014.03.005MaRDI QIDQ5741585zbMATH OpenOpenAlexFDO

Authors Matthieu Garcin, Dominique Guegan

Publication date 28 July 2016

Published in Physica D: Nonlinear Phenomena (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2014.03.005

zbMATH Keywords

dynamical systemsprobability densitynoisy chaoswavelet coefficientsalpha-stability

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stable stochastic processes (60G52)

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• scientific article; zbMATH DE number 614990 (Why is no real title available?)
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Cited in

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• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
• Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates
• A novel method for chaos detection in heavy noisy environments based on distribution of energy
• Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
• Non-parametric news impact curve: a variational approach
• Wavelet shrinkage of a noisy dynamical system with non-linear noise impact

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