Time-localized wavelet multiple regression and correlation
type: Item
instance of: scholarly article
published in: Physica A: Statistical Mechanics and its Applications
published in: Physica A
volume: 492
page(s): 1226-1238
publication date: 2018-02-01T00:00:00Z
publication date: 2022-06-23T00:00:00Z
author: Javier Fernández-Macho
title: Time-localized wavelet multiple regression and correlation
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7546891
zbMATH Keywords: comovement dynamics
zbMATH Keywords: euro zone
zbMATH Keywords: local regression
zbMATH Keywords: multiscale analysis
zbMATH Keywords: multivariate time series
zbMATH Keywords: non-stationary time series
zbMATH Keywords: stock markets
zbMATH Keywords: wavelet transform
zbMATH Keywords: weighted least squares
describes a project that uses: wmtsa
MaRDI profile type: Publication
full work available at URL: j.physa.2017.11.050
OpenAlex ID: W2768642440
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DOI: 10.1016/J.PHYSA.2017.11.050
description: scientific article