Forecasting via Wavelet Denoising: The Random Signal Case

Author:

Bruzda Joanna

Publisher

Springer International Publishing

Reference31 articles.

1. Alrumaih RM, Al-Fawzan MA (2002) Time series forecasting using wavelet denoising. J King Saud Univ Eng Sci 14:221–234

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3. Bruzda J (2011) Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation. Economics 16:1–46

4. Bruzda J. (2013a) On simple wavelet estimators of random signals and their small-sample properties. Journal of Statistical Computation and Simulation, in press, http://dx.doi.org/10.1080/00949655.2014.941843 .

5. Bruzda J (2013b) Wavelet analysis in economic applications. Toruń University Press, Toruń

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