An improvement of the energy function

DOI10.1016/J.SIGPRO.2004.09.006zbMath1148.94417OpenAlexW2001511452MaRDI QIDQ956119

Konstantinos Drakakis, Dragan Radulovic

Publication date: 25 November 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.09.006

zbMATH Keywords

energy functiontime scaledependenceaveraging function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

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