Using the wavelet transform for time series analysis

DOI10.1007/978-3-030-61713-4_4zbMATH Open1475.62233OpenAlexW3134125323MaRDI QIDQ5860752FDOQ5860752

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

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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)

Cites Work

• A wavelet tour of signal processing. The sparse way.
• Title not available (Why is that?)
• Robust Statistics
• Fractional Brownian Motions, Fractional Noises and Applications
• Self-affine time series: Measures of weak and strong persistence.
• Title not available (Why is that?)
• The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
• LIBOR troubles: anomalous movements detection based on maximum entropy

Cited In (1)

• Title not available (Why is that?)

Uses Software

• robustbase

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