Presents a unified view of filtering techniques with a focus on wavelet analysis in finance and economics. This title emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series.
- Limba : Engleza
- Cuprins : Preface Introduction Linear Filters Optimum Linear Estimation Discrete Wavelet Transforms Wavelets and Stationary Processes Wavelet Denoising Wavelets for Variance-Covariance Estimation Artificial Neural Networks
- Data Publicarii : 12 Oct 2001
- Format : Hardback
- Numar pagini : 359
- ISBN : 9780122796708