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An introduction to wavelets and othe...

Whitcher, Brandon.

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An introduction to wavelets and other filtering methods in finance and economics

Record Type:	Language materials, printed : Monograph/item
Title/Author:	An introduction to wavelets and other filtering methods in finance and economics/ Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
Author:	Gen�cay, Ramazan.
other author:	Whitcher, Brandon.
Published:	San Diego, Calif. :Academic Press, : c2002.,
Description:	xxii, 359 p. :ill. ;24 cm.
[NT 15003449]:	Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.
Subject:	Econometrics. -
Online resource:	http://www.sciencedirect.com/science/book/9780122796708An electronic book accessible through the World Wide Web; click for information
Online resource:	http://www.loc.gov/catdir/toc/els031/2001094298.html
Online resource:	http://www.loc.gov/catdir/description/els031/2001094298.html
ISBN:	0122796705

An introduction to wavelets and other filtering methods in finance and economics
Gen�cay, Ramazan.

An introduction to wavelets and other filtering methods in finance and economics[electronic resource] /Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher. - San Diego, Calif. :Academic Press,c2002. - xxii, 359 p. :ill. ;24 cm.

Includes bibliographical references (p. 323-348) and index.

Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 0122796705

Source: 89168:89168Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG106 / .G46 2002eb

Dewey Class. No.: 330/.01/5152433

An introduction to wavelets and other filtering methods in finance and economics
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007 cr cn|||||||||
008 100601s2002 caua sb 001 0 eng d
020 $a 0122796705
020 $a 9780122796708
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035 $a (OCoLC)213298471
035 $a ocn213298471
037 $a 89168:89168 $b Elsevier Science & Technology $n http://www.sciencedirect.com
040 $a OPELS $c OPELS $d OPELS
049 $a TEFA
050 1 4 $a HG106 $b .G46 2002eb
082 0 4 $a 330/.01/5152433 $2 22
100 1 $a Gen�cay, Ramazan. $3 1000119
245 1 3 $a An introduction to wavelets and other filtering methods in finance and economics $h [electronic resource] / $c Ramazan Gen�cay, Faruk Sel�cuk, Brandon Whitcher.
260 $a San Diego, Calif. : $c c2002. $b Academic Press,
300 $a xxii, 359 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 323-348) and index.
505 0 $a Preface -- Introduction -- Linear Filters -- Optimum Linear Estimation -- Discrete Wavelet Transforms -- Wavelets and Stationary Processes -- Wavelet Denoising -- Wavelets for Variance-Covariance Estimation -- Artificial Neural Networks.
520 $a An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods.
533 $a Electronic reproduction. $b Amsterdam : $c Elsevier Science & Technology, $d 2008. $n Mode of access: World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Mar. 10, 2008). $n Access may be restricted to users at subscribing institutions.
650 0 $a Econometrics. $3 542934
650 0 $a Economics $x Mathematical models. $3 654250
650 0 $a Finance $x Mathematical models. $3 578740
650 0 $a Wavelets (Mathematics) $3 532597
650 6 $a Finances $x Mod�eles math�ematiques. $3 1000120
650 6 $a Ondelettes. $3 818006
650 6 $a �Economie politique $x Mod�eles math�ematiques. $3 1000121
650 6 $a �Econom�etrie. $3 1000122
650 1 7 $a Econometrische modellen. $2 gtt $3 1000123
650 1 7 $a Stochastische filters. $2 gtt $3 1000124
650 1 7 $a Tijdreeksen. $2 gtt $3 887372
650 1 7 $a Wavelets. $3 658664
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Whitcher, Brandon. $3 1000118
700 1 $a Sel�cuk, Faruk. $3 1000117
710 2 $a ScienceDirect (Online service) $3 848416
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780122796708 $z An electronic book accessible through the World Wide Web; click for information
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/els031/2001094298.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/description/els031/2001094298.html
994 $a C0 $b TEF