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Search: subject:"Wavelet Power Spectrum"
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State space model
7
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wavelet power spectrum
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Business cycle
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Central bank governor turnover
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Wavelet Power Spectrum
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coherence
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complex Morlet wavelets
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inflation
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wavelet coherence
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wavelets
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ECONIS (ZBW)
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Wavelet improvement in turning point detection using a Hidden Markov Model
Li, Yushu
;
Reese, Simon
-
Institutt for foretaksøkonomi, Norges Handelshøyskole …
-
2014
. By providing both frequency and time resolutions, the
wavelet
power
spectrum
can identify the process dynamics at various …
Persistent link: https://www.econbiz.de/10011097053
Saved in:
12
The fractal nature of bitcoin : evidence from wavelet power spectra
Delfin-Vidal, Rafael
;
Romero-Meléndez, Guillermo
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 73-98)
.
2016
Persistent link: https://www.econbiz.de/10011800664
Saved in:
13
Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
Li, Yushu
;
Reese, Simon
- In:
Computational Statistics
29
(
2014
)
6
,
pp. 1481-1496
resolutions, the
wavelet
power
spectrum
can identify the process dynamics at various resolution levels. We apply a Monte Carlo …
Persistent link: https://www.econbiz.de/10011151862
Saved in:
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