Using the wavelet transform for time series analysis

DOI10.1007/978-3-030-61713-4_4MaRDI QIDQ5860752zbMATH OpenOpenAlexFDO

Authors María B. Arouxet, Victoria Vampa, V. E. Pastor

Publication date 22 November 2021

Published in Applications of Wavelet Multiresolution Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-61713-4_4

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 1682096 (Why is no real title available?)
• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• A wavelet tour of signal processing. The sparse way.
• Fractional Brownian Motions, Fractional Noises and Applications
• LIBOR troubles: anomalous movements detection based on maximum entropy
• Robust Statistics
• Self-affine time series: Measures of weak and strong persistence.
• The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation

Cited in

(1)

• scientific article; zbMATH DE number 5042883 (Why is no real title available?)

Describes a project that uses

Uses Software

• robustbase

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