...jest pusty
The book "Wavelet analysis in economic applications" summarises a five-year research project financed by the Polish Ministry of Science and Higher Education under the grant no. N N111 285135, entitled Wavelet decompositions in economic applications: exploratory analysis, business cycle synchronisation and forecasting. It can serve as a concise and accessible guide to different types of wavelet transformations: the continuous wavelet transform, the decimated and non-decimated discrete wavelet transform as well as the wavelet packet transform. It also covers many original applications of mainly the discrete wavelet methodology like portfolio optimisation, examining comovements and lead-lag relations, transfer function modelling, estimation of stochastic signals and forecasting, offering both a new perspective as well as practical solutions for certain statistical modelling problems in finance, economics and marketing.
Format
pdf
Rok wydania
2013
Wydanie
DL-ebwm
Wydawca
Wydawnictwo Naukowe UMK
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