Pages that link to "Item:Q2445711"

The following pages link to Wavelet-based detection of outliers in financial time series (Q2445711):

Displaying 12 items.

• A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697) (← links)
• Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
• Time series outlier detection based on sliding window prediction (Q1719309) (← links)
• Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction (Q2259801) (← links)
• Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
• Forecasting container throughput of Qingdao Port with a hybrid model (Q2341610) (← links)
• Computational study of the US stock market evolution: a rank correlation-based network model (Q2438061) (← links)
• Kurtosis Maximization for Outlier Detection in GARCH Models (Q4689056) (← links)
• (Q5212099) (← links)
• A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
• Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
• Two preprocessing algorithms for climate time series (Q5861403) (← links)