scientific article; zbMATH DE number 1149921

MaRDI QIDQ4387334zbMATH OpenFDO

Authors J. B. Ramsey, Zhifeng Zhang

Publication date 20 September 1998

zbMATH Keywords

matching pursuit algorithmstock marketwave form dictionary

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Economic time series analysis (91B84)

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Cited in

(14)

• Interest rate spreads and output: a time scale decomposition analysis using wavelets
• Analysis of stock market indices with multidimensional scaling and wavelets
• A solution for the greedy approximation of a step function with a waveform dictionary
• Study of dynamic relationships between financial and real sectors of economies with wavelets
• A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
• Self-adaptive algorithms for solving split feasibility problem with multiple output sets
• Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
• AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
• Statistical analysis of financial time series under the assumption of local stationarity
• Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective
• Timescale methods in economics: wavelet analysis of business cycle fluctuations
• Refining Heisenberg's principle: a greedy approximation of step functions with triangular waveform dictionaries
• When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market
• Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces

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