A wavelet approach for factor-augmented forecasting (Q3096858)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A wavelet approach for factor-augmented forecasting
scientific article

    Statements

    A wavelet approach for factor-augmented forecasting (English)
    0 references
    0 references
    0 references
    15 November 2011
    0 references
    0 references
    wavelets
    0 references
    multi-resolution decomposition
    0 references
    factor models
    0 references
    forecasting
    0 references
    0 references