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  • Search: subject:"Multiresolution analysis"
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Year of publication
Subject
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multiresolution analysis 32 Multiresolution analysis 19 wavelets 13 Kapitaleinkommen 7 Wavelets 7 Zeitreihenanalyse 7 Zustandsraummodell 7 Capital income 6 Time series analysis 6 business cycles 6 Schätzung 5 State space model 5 Theorie 5 Theory 5 MODWT 4 economic growth 4 statistical methodology 4 Estimation 3 European Union 3 Forecast 3 Forecasting model 3 Prognoseverfahren 3 Wavelet transform 3 co-correlation 3 dynamic correlation 3 growth cycles 3 poverty 3 wavelet analysis 3 Aktienmarkt 2 CAPM 2 Central European stock markets 2 DWT 2 Discrete wavelet transform 2 Global REITs 2 Hurst exponent 2 Immobilienfonds 2 Nonlinear systems 2 Portfolio selection 2 Portfolio-Management 2 Prognose 2
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Online availability
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Undetermined 24 Free 23 CC license 1
Type of publication
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Article 35 Book / Working Paper 22
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 7 Article 3 Arbeitspapier 1 Congress Report 1 Graue Literatur 1 Non-commercial literature 1
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Language
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Undetermined 32 English 25
Author
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Crowley, Patrick 4 Crowley, Patrick M. 3 Faria, Gonçalo 3 Gottlieb, Daniel 3 Lee, Jim 3 Moncayo, M. 3 Verona, Fabio 3 Capurro, A. 2 Diambra, L. 2 García-Fernández, Rosa María 2 Gencay, Ramazan 2 Huang, Yuting 2 Ijasan, Kola 2 Li, Qiang 2 Liow, Kim Hiang 2 Lorenzo, D. 2 Los, Cornelis A. 2 Macadar, O. 2 Martin, M.T. 2 Mostaccio, C. 2 Omane-Adjepong, Maurice 2 Owusu Junior, Peterson 2 Palacios-González, Frederico 2 Plastino, A. 2 Rofman, E. 2 Samantaraya, Amaresh 2 Selcuk, Faruk 2 Torres, M.E. 2 Tweneboah, George 2 Velluti, J. 2 Whitcher, Brandon 2 Ysusi, Carla 2 Zhou, Xiaoxia 2 Angus, Andrew 1 Antoniadis, A. 1 Antoniou, I. 1 Ariza, F.J. 1 Balcerzak, Adam P. 1 Baroni, M.P.M.A. 1 Barunik, Jozef 1
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Institution
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EconWPA 6 Suomen Pankki 2 Banco de México 1 Graduate School of Economics, Osaka University 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics and Finance, Victoria Business School 1 Society for the Study of Economic Inequality - ECINEQ 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 8 Physica A: Statistical Mechanics and its Applications 4 Bank of Finland Research Discussion Papers 3 Finance 3 Research Discussion Papers / Suomen Pankki 2 Applied Energy 1 Bank of Finland research discussion papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational economics 1 Discussion Papers in Economics and Business 1 Econometrics 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energies 1 Energy 1 GE, Growth, Math methods 1 IES Working Paper 1 Informatica Economica 1 Institute of Economic Research Working Papers 1 International journal of decision sciences, risk and management 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 Macroeconomics 1 Metrika 1 New Mathematics and Natural Computation (NMNC) 1 Quantitative Finance 1 Quantitative finance 1 Resources Policy 1 Statistical Methods and Applications 1 The North American journal of economics and finance : a journal of financial economics studies 1 Theoretical and applied economics : GAER review 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Paper Series / School of Economics and Finance, Victoria Business School 1 Working Papers 1 Working Papers / Banco de México 1 Working Papers / Society for the Study of Economic Inequality - ECINEQ 1
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Source
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RePEc 38 ECONIS (ZBW) 9 EconStor 9 BASE 1
Showing 41 - 50 of 57
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A recursive procedure to obtain a class of orthogonal polynomial wavelets
Moncayo, M.; Yáñez, R.J. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 266-273
[−1,1] with optimal growth of degrees, Sb. Math. 192 (3) (2001) 433–454; M. Skopina, Multiresolution analysis of periodic … reconstruction formulae which determine the multiresolution analysis framework. From the reconstruction formula, we obtain the …
Persistent link: https://www.econbiz.de/10011051066
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Multiresolution information measures applied to speech recognition
Torres, María E.; Rufiner, Hugo L.; Milone, Diego H.; … - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 1, pp. 319-332
Considerable advances in automatic speech recognition have been made in the last decades, thanks specially to the use of hidden Markov models. In the field of speech signal analysis, different techniques have been developed. However, deterioration in the performance of the speech recognizers has...
Persistent link: https://www.econbiz.de/10011060337
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Refinable interpolatory and quasi-interpolatory operators
Gori, Laura; Pitolli, Francesca; Santi, Elisabetta - In: Mathematics and Computers in Simulation (MATCOM) 75 (2007) 5, pp. 191-199
In this paper, we present a new class of operators, which are refinable, quasi-interpolatory and satisfy some interpolation conditions. The refinability is achieved by using as functional bases the B-bases corresponding to totally positive refinable functions. We analyze the main properties of...
Persistent link: https://www.econbiz.de/10010749488
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Structural complexity of disordered surfaces: Analyzing the porous silicon SFM patterns
Rosa, R.R.; Baroni, M.P.M.A.; Zaniboni, G.T.; Ferreira … - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 2, pp. 666-673
This paper introduces a relative structural complexity measure for the characterization of disordered surfaces. Numerical solutions of 2d+1 KPZ equation and scanning force microscopy (SFM) patterns of porous silicon samples are analyzed using this methodology. The results and phenomenological...
Persistent link: https://www.econbiz.de/10010591068
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An intuitive guide to wavelets for economists
Crowley, Patrick - EconWPA - 2005
Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced in an intuitive manner, and the existing...
Persistent link: https://www.econbiz.de/10005407945
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Decomposing the co-movement of the business cycle: a time- frequency analysis of growth cycles in the eurozone
Crowley, Patrick; Lee, Jim - EconWPA - 2005
This article analyses the frequency components of European business cycles using real GDP by employing multiresolution decomposition (MRD) with the use of maximal overlap discrete wavelet transforms (MODWT). Static wavelet variance and correlation analysis is performed, and phasing is studied...
Persistent link: https://www.econbiz.de/10005076732
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Wavelet based Multi-grid analysis, Wavelet Galerkin method and their Applications to American option: A Survey
Mitsui, Ken-ichi; Tabata, Yoshio - Graduate School of Economics, Osaka University - 2005
This paper surveys the literatures on numerical methods from its origins to present to evaluate American-style claims. An extensive review of numerical meth- ods is provided. In particular, emphases is placed on recent trends and developments in the multi-grid and Galerkin method with the...
Persistent link: https://www.econbiz.de/10005774288
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Persistence Characteristics of the Chinese Stock Markets
Los, Cornelis A.; Yu, Bing - EconWPA - 2005
accuracy range with a new statistic), using wavelet multiresolution analysis (MRA), we identify the markets' subsequent degrees …
Persistent link: https://www.econbiz.de/10005561572
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An intuitive guide to wavelets for economists
Crowley, Patrick M. - EconWPA - 2005
Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced in an intuitive manner, and the existing...
Persistent link: https://www.econbiz.de/10005125692
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Measuring the Degree of Efficiency of Financial Market
Los, Cornelis - EconWPA - 2004
processing analysis, like windowed Fourier and wavelet multiresolution analysis. …
Persistent link: https://www.econbiz.de/10005561619
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