Similar Search Results - EconBiz

Forecasting and signal extraction in autoregressive-moving average models

Burridge, Peter; Wallis, Kenneth F. - 1986

Persistent link: https://www.econbiz.de/10000574230

Introduction to random signals and applied Kalman filtering : with MATLAB exercises and solutions

Brown, Robert Grover; Hwang, Patrick Y. C. - 1997 - 3. ed.

Persistent link: https://www.econbiz.de/10000607686

Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models

Caporale, Guglielmo Maria - 2010

This paper examines the degree of persistence in the volatility of financial time series using a Long Memory Stochastic Volatility (LMSV) model. Specifically, it employs a Gaussian semiparametric (or local Whittle) estimator of the memory parameter, based on the frequency domain, proposed by...

Persistent link: https://www.econbiz.de/10013141135

Simulation of the electrical signal of the muscles to obtain the electromiosignal spectrum

Yeroshenko, Olha; Prasol, Igor - In: Technology audit and production reserves 2 (2022) 2/64, pp. 38-43

Persistent link: https://www.econbiz.de/10013325873

Estimating persistence in the volatility of asset returns with signal plus noise models

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

Persistent link: https://www.econbiz.de/10003963304

Estimating persistence in the volatility of asset returns with signal plus noise models

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper examines the degree of persistence in the volatility of financial time series using a Long Memory Stochastic Volatility (LMSV) model. Specifically, it employs a Gaussian semiparametric (or local Whittle) estimator of the memory parameter, based on the frequency domain, proposed by...

Persistent link: https://www.econbiz.de/10003968659

Description length based signal detection in singular spectrum analysis

Rahman Khan, Md. Atikur; Poskitt, Donald Stephen - 2010

Persistent link: https://www.econbiz.de/10008662323

Approximating and forecasting macroeconomic signals in real-time

Azevedo, João Valle e; Pereira, Ana - In: International journal of forecasting 29 (2013) 3, pp. 479-492

Persistent link: https://www.econbiz.de/10009787032

Real-time signal extraction : a shift of perspective

Wildi, Marc - In: Estudios de economía aplicada : revista promovida por … 28 (2010) 3, pp. 497-518

Persistent link: https://www.econbiz.de/10009712290

Signalling the Dotcom bubble : a multiple changes in persistence approach

Leone, Vitor; Medeiros, Otavio Ribeiro de - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 77-86

Persistent link: https://www.econbiz.de/10011334022

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