An introduction to wavelets and other filtering methods in finance and economics
Ramazan Gençay; Faruk Selçuk; Brandon Whitcher
| Year of publication: |
2002
|
|---|---|
| Authors: | Gençay, Ramazan ; Selçuk, Faruk ; Whitcher, Brandon |
| Publisher: |
San Diego, Calif. [u.a.] : Academic Press |
| Subject: | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | Filterung <Stochastik> |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
| Extent: | XXII, 359 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Hier auch später erschienene, unveränderte Nachdrucke Literaturverz. S. 323-348 |
| ISBN: | 0-12-279670-5 ; 978-0-12-399556-8 ; 0-12-399556-6 ; 978-0-08-050922-8 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001581851