Time-localized wavelet multiple regression and correlation (Q83116): Difference between revisions

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Revision as of 02:46, 20 March 2024

scientific article
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English
Time-localized wavelet multiple regression and correlation
scientific article

    Statements

    492
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    1226-1238
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    February 2018
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    23 June 2022
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    Time-localized wavelet multiple regression and correlation (English)
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    comovement dynamics
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    euro zone
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    local regression
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    multiscale analysis
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    multivariate time series
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    non-stationary time series
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    stock markets
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    wavelet transform
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    weighted least squares
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