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wavelet decomposition of the estimated trend function into a low-resolution and a high-resolution component, a test statistic …
Persistent link: https://www.econbiz.de/10010572292
if the marginals are close to being independent. We suggest using wavelet estimators to approximate the copula density …
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. In contrast, Wavelet based feature selection, for its ability to provide localized frequency information about a function … of a signal, makes it a promising one for efficient classification. Research in this direction states that wavelet based … that problem and able to get a near optimal solution. In this, a hybrid wavelet based radial basis function (RBF) neural …
Persistent link: https://www.econbiz.de/10012047355
In this paper, we empirically show how wavelet decomposition can provide an easy vehicle to study the systematic risk … market, we report that the conventional beta coefficients estimated from CAPM are essentially an average of wavelet betas but … securities. Additionally, the wavelet beta coefficients for Large Cap stocks are found more stable than Mid and Small capitalized …
Persistent link: https://www.econbiz.de/10012602784
series using traditional unit root tests as well as a wavelet-based unit root test developed by Fan and Gencay (2010). Both … a proclivity to report that tourism income series is I(1) or non-stationary. On the other hand, the wavelet-base unit … root test indicates that tourism income is stationary. The empirical result of wavelet-based test implies that impact of a …
Persistent link: https://www.econbiz.de/10012610965
Several studies have examined the link between climate and health, mainly focusing on the short term impacts of extreme temperatures. This paper analyzes instead the long term relation between climate variability and health using Swedish temperature and mortality data for the period 1751-2004...
Persistent link: https://www.econbiz.de/10012654336
, such as Multivariate DCC-GARCH and Continuous Wavelet Transform (CWT) to test the research objective. The period of …
Persistent link: https://www.econbiz.de/10014516423
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