@article{gaussianchainfiltersforheavytailednoise,
  title = {Gaussian-Chain Filters for Heavy-Tailed Noise with Application to Detecting Big Buyers and Big Sellers in Stock Market},
  author = {Li-Xin Wang},
  year = {2014},
  eprint = {1405.2220},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1405.2220v1},
}