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Physica A: Statistical Mechanics and its Applications

Volumn 309, Issue 3-4, 2002, Pages 388-402

Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series

(2) Struzik, Zbigniew R a Siebes, Arno P J M a

a CWI (Netherlands)

Author keywords

H lder exponent; Multifractal analysis; Outlier detection; Wavelet transform

Indexed keywords

RANDOM PROCESSES; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS; TREES (MATHEMATICS); WAVELET TRANSFORMS;

MULTIFRACTAL SPECTRUM;

FRACTALS;

EID: 0037097378 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(02)00552-6 Document Type: Article

Times cited : (58)

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