The adaptive Fourier decomposition for financial time series

DOI10.1016/j.enganabound.2023.01.037zbMath1521.91283OpenAlexW4320033853MaRDI QIDQ6044011

Jingyu Li, Xuenan Yang, Qiwei Xie, Tao Qian

Publication date: 25 May 2023

Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.enganabound.2023.01.037

zbMATH Keywords

financial time seriesTakenaka-Malmquist systemadaptive Fourier decompositiontransient time-frequency distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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