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Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation
Bruzda, Joanna - 2011
The paper considers some of the issues emerging from the discrete wavelet analysis of popular bivariate spectral quantities such as the coherence and phase spectra and the frequency-dependent time delay. The approach utilised here is based on the maximal overlap discrete Hilbert wavelet...
Persistent link: https://www.econbiz.de/10009309477
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Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
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On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone
Bruzda, Joanna - 2011
The paper considers some of the problems emerging from discrete wavelet analysis of popular bivariate spectral quantities like the coherence and phase spectra and the frequency-dependent time delay. The approach taken here, introduced by Whitcher and Craigmile (2004), is based on the maximal...
Persistent link: https://www.econbiz.de/10008934751
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Demand forecasting under fill rate constraints-the case of re-order points
Bruzda, Joanna - In: International journal of forecasting 36 (2020) 4, pp. 1342-1361
Persistent link: https://www.econbiz.de/10012546774
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Real and complex wavelets in asset classification : an application to the US stock market
Bruzda, Joanna - In: Finance research letters 21 (2017), pp. 115-125
Persistent link: https://www.econbiz.de/10011807518
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Complex analytic wavelets in the measurement of macroeconomic risks
Bruzda, Joanna - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012201266
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Quantile smoothing in supply chain and logistics forecasting
Bruzda, Joanna - In: International journal of production economics 208 (2019), pp. 122-139
Persistent link: https://www.econbiz.de/10011994216
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Multistep quantile forecasts for supply chain and logistics operations : bootstrapping, the GARCH model and quantile regression based approaches
Bruzda, Joanna - In: Central European journal of operations research 28 (2020) 1, pp. 309-336
Persistent link: https://www.econbiz.de/10012221866
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On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone
Bruzda, Joanna - 2011
The paper considers some of the problems emerging from discrete wavelet analysis of popular bivariate spectral quantities like the coherence and phase spectra and the frequency-dependent time delay. The approach taken here, introduced by Whitcher and Craigmile (2004), is based on the maximal...
Persistent link: https://www.econbiz.de/10010304428
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Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation
Bruzda, Joanna - In: Economics: The Open-Access, Open-Assessment E-Journal 5 (2011) 2011-16, pp. 1-46
The paper considers some of the issues emerging from the discrete wavelet analysis of popular bivariate spectral quantities such as the coherence and phase spectra and the frequency-dependent time delay. The approach utilised here is based on the maximal overlap discrete Hilbert wavelet...
Persistent link: https://www.econbiz.de/10010306878