AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX
DOI10.1142/S0219691312500488zbMath1267.65208OpenAlexW2120202622MaRDI QIDQ4917267
E. P. Serrano, A. Figliola, Mariel Rosenblatt
Publication date: 29 April 2013
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219691312500488
entropypointwise Hölder exponentDow Jones indexanalysis of financial data seriesestimator of local regularitylocal regularity of real functionpointwise wavelet leaders entropywavelet leaders coefficients
Economic time series analysis (91B84) Numerical methods for wavelets (65T60) Statistical methods; economic indices and measures (91B82) Measures of information, entropy (94A17)
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