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A wavelet approach for factor-augmented forecasting - MaRDI portal

A wavelet approach for factor-augmented forecasting (Q3096858)

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A wavelet approach for factor-augmented forecasting
scientific article

    Statements

    title
    A wavelet approach for factor-augmented forecasting (English)
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    author
    António Rua
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    publication date
    15 November 2011
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    zbMATH Keywords
    wavelets
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    multi-resolution decomposition
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    factor models
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    forecasting
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    Identifiers

    zbMATH DE Number
    5971688
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    OpenAlex ID
    W2038941982
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    DOI
    10.1002/FOR.1200
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