Search Results - subject:"Multiresolution analysis"

Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns

Roberts, Leigh - School of Economics and Finance, Victoria Business School - 2014

Simple and intuitive non-parametric methods are provided for estimating variance change points for time series data. Only slight alterations to existing open-source computer code applying CUSUM methods for estimating breakpoints are required to apply our proposed techniques. Our approach,...

Persistent link: https://www.econbiz.de/10010904196

Polarization, growth and social policy in the case of Israel, 1997-2008

García-Fernández, Rosa María; Gottlieb, Daniel; … - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-15, pp. 1-40

In this paper we study income polarization by first comparing the efficiency of two statistical models to identify the number of poles in the income distribution empirically. The statistical models used are a multi-resolution analysis (MRA) and a log-normal approach (LNA). We then apply the...

Persistent link: https://www.econbiz.de/10010312012

Online Semiparametric Identification of Lithium-Ion Batteries Using the Wavelet-Based Partially Linear Battery Model

Mu, Dazhong; Jiang, Jiuchun; Zhang, Caiping - In: Energies 6 (2013) 5, pp. 2583-2604

PLBM using the truncated wavelet multiresolution analysis (MRA) expansion, which leads to a parsimonious model structure …

Persistent link: https://www.econbiz.de/10010668157

Wavelets based multiscale analysis of select global equity returns

Bhandari, Avishek - In: Theoretical and applied economics : GAER review 24 (2017) 4, pp. 75-88

Persistent link: https://www.econbiz.de/10011795200

Polarization, growth and social policy. The case of Israel, 1997 to 2008

García-Fernández, Rosa; Gottlieb, Daniel; … - Society for the Study of Economic Inequality - ECINEQ - 2011

multiresolution analysis, to the measurement of polarization to Israeli income data over the past decade. This methodology allows us …

Persistent link: https://www.econbiz.de/10008789859

Wavelets/multiwavelets bases and correspondence estimation problem : an analytic study

Bhatti, Asim; Nahavandi, Saeid; Hossny, Mohammed - 2010

employed medium for multiresolution analysis is wavelets and multiwavelets bases, however, relatively little work has been …. Proposed algorithm uses multiresolution analysis enforced with wavelets/multiwavelts transform modulus maxima to establish … techniques has been proposed, possessing both advantages and shortcomings. Among the techniques reported, multiresolution …

Persistent link: https://www.econbiz.de/10009483981

Analysis of the Dynamics of Mexican Inflation Using Wavelets.

Ysusi, Carla - Banco de México - 2009

This paper studies the dynamics of Mexican inflation by using a wavelet multiresolution analysis on 16 indexes of the …

Persistent link: https://www.econbiz.de/10004985598

Asymmetry of Information Flow Between Volatilities Across Time Scales

Gencay, Ramazan; Gradojevic, Nikola; Selcuk, Faruk; … - Rimini Centre for Economic Analysis (RCEA) - 2009

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price...

Persistent link: https://www.econbiz.de/10008487534

Wavelet Analysis of Central European Stock Market Behaviour During the Crisis

Barunik, Jozef; Vacha, Lukas - Institut ekonomických studií, Univerzita Karlova v Praze - 2009

In the paper we test for the different reactions of stock markets to the current financial crisis. We focus on Central European stock markets, namely the Czech, Polish and Hungarian ones, and compare them to the German and U.S. benchmark stock markets. Using wavelet analysis, we decompose a time...

Persistent link: https://www.econbiz.de/10008531522

Wavelet analysis of Central European stock market behaviour during the crisis

Baruník, Jozef; Vácha, Lukáš - 2009

Persistent link: https://www.econbiz.de/10010322184