Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/93501| Title: | Wavelet-Based Jump Detection in Time Series with Heavy-Tailed Noise |
| Authors: | Abramovich, M. S. Mitskevich, M. M. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | Wavelet-based robust tests for jump detection in time series with heavytailed noise are proposed. An efficiency of these tests is analyzed by statistical modelling. |
| URI: | http://elib.bsu.by/handle/123456789/93501 |
| Appears in Collections: | Section 3. STATISTICAL ANALYSIS OF TIME SERIES AND FORECASTING Статьи факультета прикладной математики и информатики |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.