A stochastic nonlinear regression estimator using wavelets

DOI10.1023/A:1008670529487zbMath0897.90068OpenAlexW1483403292MaRDI QIDQ1386858

Zuohong Pan, Xiao-Di Wang

Publication date: 26 May 1998

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008670529487

zbMATH Keywords

market inefficiencystochastic nonlinear regressionwavelet-based estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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