Errors-in-variables estimation with wavelets
From MaRDI portal
Publication:5300753
DOI10.1080/00949655.2010.495073zbMath1431.62375MaRDI QIDQ5300753
Nikola Gradojevic, Ramazan Gençay
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.495073
persistence; errors-in-variables; discrete wavelet transformation; maximum overlap wavelet transformation
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
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