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Estimating long memory causality relationships by a wavelet method
Li, Yushu - 2012
Persistent link: https://www.econbiz.de/10009537277
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Wavelet improvement in turning point detection using a HMM model
Li, Yushu - 2012
Persistent link: https://www.econbiz.de/10009537286
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Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu - 2012
Persistent link: https://www.econbiz.de/10009537293
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Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu - 2011
Persistent link: https://www.econbiz.de/10009272109
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Dynamic factor models, (pp. 215-282). 2016
Persistent link: https://www.econbiz.de/10011448666
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Time-frequency characterization of the U.S. financial cycle
Verona, Fabio - 2016
Persistent link: https://www.econbiz.de/10011475758
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Fiscal policy tracking design in the time : frequency domain using wavelet analysis
Crowley, Patrick M.; Hudgins, David - In: Economic modelling 51 (2015), pp. 502-514
Persistent link: https://www.econbiz.de/10011476134
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On the use of the Flexible Fourier Form in unit root tests, endogenous breaks, and parameter instability
Jones, Paul; Enders, Walter - In: Recent advances in estimating nonlinear models : with …, (pp. 59-83). 2014
Persistent link: https://www.econbiz.de/10011406759
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2014
Persistent link: https://www.econbiz.de/10011408285
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408301