Constructing a Quasilinear Moving Average Using the Scaling Function

The scaling function from multiresolution analysis can be used to constuct asmoothing tool in the context of time series analysis. We give a -based timeseries smoothing function for which we show the properties of a quasilinearmoving average. Furthermore, we discuss its features and especially derive thedistributional properties of our -based quasilinear moving average given somesimple underlying stochastic processes.[...]

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Year of publication:	2009
Authors:	Schlüter, Stefan
Institutions:	Universität <Erlangen
Subject:	Wirtschaftsstatistik \| Economic statistics \| Glättung \| Smoothing \| Einfluss \| Impact \| Funktion <Mathematik> \| Quasilinear moving average

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1 Introduction
2 Using the scaling function to construct a quasilinearmoving average
2.1 Scaling functions
2.2 A -based quasilinear moving average
3 Distributional properties of a -based quasilinear moving average
4 Comparing the -based quasilinear moving average toother smoothing functions
4.1 A variety of smoothing functions
4.2 Comparing the smoothing functions
5 Conclusion
References

Persistent link: https://www.econbiz.de/10005870556