Atomic decomposition of financial data

DOI10.1023/A:1008699300058zbMath0913.90071OpenAlexW1491710339MaRDI QIDQ1272693

Seth A. Greenblatt

Publication date: 3 January 1999

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008699300058

zbMATH Keywords

atomic decompositionwavelet transformdenoisingbasis functionmatching pursuitbasis pursuitadaptive representationtime-frequency atom

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Applications of mathematical programming (90C90)

Related Items (1)

Statistical analysis of financial time series under the assumption of local stationarity

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