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~isPartOf:"Journal of Forecasting"
~person:"Rua, António"
~subject:"wavelets"
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wavelets
factor models
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forecasting
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multi‐resolution decomposition
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A wavelet approach for factor‐augmented forecasting
Rua, António
- In:
Journal of Forecasting
30
(
2011
)
7
,
pp. 666-678
multi-resolution
analysis, a time series can be decomposed into different timescale components and a model can be fitted to …
Persistent link: https://www.econbiz.de/10010990712
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