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Testing for outliers in time series using wavelets - MaRDI portal

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Testing for outliers in time series using wavelets (Q1433519)

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scientific article; zbMATH DE number 2076072
Language Label Description Also known as
English
Testing for outliers in time series using wavelets
scientific article; zbMATH DE number 2076072

    Statements

    title
    Testing for outliers in time series using wavelets (English)
    0 references
    author
    D. Massart
    0 references
    publication date
    18 June 2004
    0 references
    zbMATH Keywords
    wavelet decomposition
    0 references
    wavelet coefficients
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    exchange rates
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    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    42C40
    0 references
    62P05
    0 references
    zbMATH DE Number
    2076072
    0 references
     
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