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Search: subject:"discrete wavelet packet transform"
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Discrete wavelet packet transform
2
Gegenbauer process
2
Nikkei Stock Average 225 index
2
State space model
2
Time series analysis
2
Treasury Single Account
2
Zeitreihenanalyse
2
Zustandsraummodell
2
budgetary fund balances
2
discrete wavelet packet transform
2
non-stationarity
2
ordinary least square estimation
2
time series forecasting
2
wavelet analysis
2
Automatic multifrequency-band test
1
Estimation theory
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Maximum overlap discrete wavelet packet transform
1
Multifrequency-band tests
1
Prognoseverfahren
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Public budget
1
Schätztheorie
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Testing for white noise
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Gorlova, Oksana S.
2
Guegan, Dominique
2
Karaev, Alan
2
Lu, Zhiping
2
Ponkratov, Vadim V.
2
Sedova, Marina L.
2
Shmigol, Nataliya S.
2
Demidova, Svetlana
1
Demidova, Svetlana E.
1
Liu, Mengya
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Journal of Open Innovation: Technology, Market, and Complexity
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of open innovation : technology, market, and complexity
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Improving the accuracy of forecasting the TSA daily budgetary fund balance based on wavelet packet transforms
Karaev, Alan
;
Gorlova, Oksana S.
;
Sedova, Marina L.
; …
- In:
Journal of Open Innovation: Technology, Market, and …
8
(
2022
)
3
,
pp. 1-17
decomposition using a
discrete
wavelet
packet
transform
of the Daubechies family. This makes it possible to increase the accuracy of …
Persistent link: https://www.econbiz.de/10014329607
Saved in:
2
Improving the accuracy of forecasting the TSA daily budgetary fund balance based on wavelet packet transforms
Karaev, Alan
;
Gorlova, Oksana S.
;
Sedova, Marina L.
; …
- In:
Journal of open innovation : technology, market, and …
8
(
2022
)
3
,
pp. 1-17
decomposition using a
discrete
wavelet
packet
transform
of the Daubechies family. This makes it possible to increase the accuracy of …
Persistent link: https://www.econbiz.de/10013272778
Saved in:
3
Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
Saved in:
4
Wavelet Method for Locally Stationary Seasonal Long Memory Processes
Guegan, Dominique
;
Lu, Zhiping
-
HAL
-
2009
-varying parameters by applying the
discrete
wavelet
packet
transform
(DWPT). The robustness of the algorithm is investigated through …
Persistent link: https://www.econbiz.de/10010738499
Saved in:
5
Wavelet method for locally stationary seasonal long memory processes.
Guegan, Dominique
;
Lu, Zhiping
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2009
-varying parameters by applying the
discrete
wavelet
packet
transform
(DWPT). The robustness of the algorithm is investigated through …
Persistent link: https://www.econbiz.de/10005012511
Saved in:
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