Differentiating intraday seasonalities through wavelet multi-scaling
type: Item
instance of: scholarly article
published in: Physica A: Statistical Mechanics and its Applications
published in: Physica A
volume: 289
issue: 3-4
page(s): 543-556
publication date: 2001-01-01T00:00:00Z
publication date: 2001-01-09T00:00:00Z
author: Ramazan Gençay
author: Faruk Selçuk
author: Brandon Whitcher
title: Differentiating intraday seasonalities through wavelet multi-scaling
zbMATH Open document ID: 0971.91504
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 1550076
zbMATH Keywords: non-decimated discrete wavelet transform
zbMATH Keywords: translation invariant filtering
zbMATH Keywords: arbitrary length series decomposition
describes a project that uses: wavemulcor
describes a project that uses: wmtsa
MaRDI profile type: Publication
cites work: The Distribution of Realized Exchange Rate Volatility
cites work: Q4003151
cites work: Ten Lectures on Wavelets
cites work: Q4705314
cites work: A theory for multiresolution signal decomposition: the wavelet representation
cites work: Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
cites work: Q4850000
cites work: Q4849992
cites work: Q4488348
cites work: On estimation of the wavelet variance
cites work: Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
full work available at URL: s0378-4371(00)00463-5
OpenAlex ID: W2102189306
DOI: 10.1016/S0378-4371(00)00463-5
description: scientific article; zbMATH DE number 1550076