Time-localized wavelet multiple regression and correlation (Q83116)

From MaRDI portal
scientific article
In more languages
Configure
Language Label Description Also known as
English
Time-localized wavelet multiple regression and correlation
scientific article

    Statements

    page(s)
    1226-1238
    0 references
    publication date
    February 2018
    0 references
    23 June 2022
    0 references
    title
    Time-localized wavelet multiple regression and correlation (English)
    0 references
    zbMATH Keywords
    comovement dynamics
    0 references
    euro zone
    0 references
    local regression
    0 references
    multiscale analysis
    0 references
    multivariate time series
    0 references
    non-stationary time series
    0 references
    stock markets
    0 references
    wavelet transform
    0 references
    weighted least squares
    0 references

    Identifiers

     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q83116&oldid=39363878"
    Powered by MediaWiki