Forecasting via wavelet denoising : the random signal case
Year of publication: |
2014
|
---|---|
Authors: | Bruzda, Joanna |
Published in: |
Wavelet applications in economics and finance. - Cham : Springer, ISBN 978-3-319-07060-5. - 2014, p. 187-225
|
Subject: | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Theorie | Theory |
-
Gagliardini, Patrick, (2017)
-
Weigand, Roland, (2015)
-
Autocorrelation in an unobservable global trend : does it help to forecast market returns?
Peresetsky, Anatoly A., (2017)
- More ...
-
Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis
Bruzda, Joanna, (2006)
-
Output-Capital Nexus in the Solow and Romer Growth Models. LSTR or ESTR Cointegration?
Bruzda, Joanna, (2008)
-
Wavelet vs. Spectral Analysis of an Economic Process
Bruzda, Joanna, (2004)
- More ...