Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
| Year of publication: |
2013-01
|
|---|---|
| Authors: | Schroeder, Anna Louise ; Fryzlewicz, Piotr |
| Institutions: | London School of Economics (LSE) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Statistics and Its Interface, January, 2013, 6(4), pp. 449-461. ISSN: 1938-7997 |
| Classification: | G0 - Financial Economics. General |
| Source: |
Persistent link: https://www.econbiz.de/10010745222