Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series (Q1599009)
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scientific article; zbMATH DE number 1749406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series |
scientific article; zbMATH DE number 1749406 |
Statements
Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series (English)
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4 June 2002
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stochastic processes
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scaling behaviour
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multifractal spectrum
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