A stochastic nonlinear regression estimator using wavelets

DOI10.1023/A:1008670529487MaRDI QIDQ1386858zbMATH OpenOpenAlexFDO

Authors Zuohong Pan, Xiaodi Wang

Publication date 26 May 1998

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008670529487

zbMATH Keywords

market inefficiencystochastic nonlinear regressionwavelet-based estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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(9)

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• Causal structure among US corn futures and regional cash prices in the time and frequency domain
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• A simple wavelet approach to nonparametric regression from recursive partitioning schemes
• Computational Forecasting of Wavelet-converted Monthly Sunspot Numbers
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