Resummation Methods for Analyzing Time Series

S. Gluzman and V. I. Yukalov

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Abstract: An approach is suggested for analyzing time series by means of resummation techniques of theoretical physics. A particular form of such an analysis, based on the algebraic self-similar renormalization, is developed and illustrated by several examples from the stock market time series.

Date: 1997-10, Revised 1998-04
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Published in Mod. Phys. Lett. B 12, 61-74 (1998)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/9710290

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