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] |
Online-Ausg.:
Gençay, Ramazan. An introduction to wavelets and other filtering methods in finance and economics. - San Diego, Calif. [u.a.] : Academic Press, 2002. - Online-Ressource
Persistent link: https://www.econbiz.de/10001581851