The continuous wavelet transform : moving beyond uni- and bivariate analysis
Year of publication: |
2014
|
---|---|
Authors: | Aguiar-Conraria, Luís ; Soares, Maria Joana |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 28.2014, 2, p. 344-375
|
Subject: | Continuous wavelet transform | Economic fluctuations | Multiple wavelet coherency | Partial wavelet coherency | Wavelet coherency | Wavelet partial phase-difference | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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