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Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

Schroeder, Anna Louise and Fryzlewicz, Piotr (2013) Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Statistics and Its Interface, 6 (4). pp. 449-461. ISSN 1938-7997

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Item Type: Article
Official URL: http://intlpress.com/site/pub/pages/journals/items...
Additional Information: © 2013 International Press of Boston, Inc.
Library of Congress subject classification: H Social Sciences > HG Finance
Q Science > QA Mathematics
Journal of Economic Literature Classification System: G - Financial Economics > G0 - General
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Funders: Economic and Social Research Council
Date Deposited: 16 Dec 2013 14:00
URL: http://eprints.lse.ac.uk/54934/

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