Search Results - subject:"MODHWT"

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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

Whitcher and Craigmile (2004), is based on the maximal overlap discrete Hilbert wavelet transform (MODHWT). Firstly, we point … at a deficiency in the implementation of the MODHWT and suggest using a modified implementation scheme resembling the one … bands. Besides, we show how the MODHWT-based wavelet quantities can serve to approximate the Fourier bivariate spectra and …

Persistent link: https://www.econbiz.de/10010304428

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 maximal overlap discrete Hilbert wavelet transform (MODHWT). Firstly, via a broad set of simulation experiments, we … out a deficiency in the implementation of the MODHWT and suggest using a modified implementation scheme, which was … proposed earlier in the context of the dual-tree complex wavelet transform. In addition, we show how MODHWT-based wavelet …

Persistent link: https://www.econbiz.de/10010306878

On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone

Bruzda, Joanna - Institut für Weltwirtschaft (IfW) - 2011

Persistent link: https://www.econbiz.de/10009643174

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), pp. 1-46

Persistent link: https://www.econbiz.de/10009353459