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Testing for outliers in time series using wavelets - MaRDI portal

Testing for outliers in time series using wavelets

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Publication:1433519

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zbMATH Open1042.62086MaRDI QIDQ1433519

Publication date: 18 June 2004

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

exchange rates wavelet decomposition wavelet coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (1)

Wavelet-based detection of outliers in financial time series

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