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N. E. Huang et al . Applications of Hilbert–Huang transform to non‐stationary financial time series analysis. Applied Stochastic Models in Business and Industry 2003; 19 (3): 245–268.
Author(s) -
Norden E. Huang,
ManLi C. Wu,
Wendong Qu,
Steven Long,
Samuel S. P. Shen,
Jin Zhang
Publication year - 2003
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/asmb.506
Subject(s) - series (stratigraphy) , time series , econometrics , hilbert–huang transform , computer science , mathematics , economics , statistics , white noise , paleontology , biology
The original article to which this Erratum refers was published in Applied Stochastic Models in Business and Industry 2003: 19 (3); 245–268
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