[下载] An Intro to Wavelets and Other Filtering Methods in Finance and Economics

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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

http://www2.imperial.ac.uk/~bwhitche/book/
http://www2.imperial.ac.uk/~bwhitche/book/GSW_figures.R

Overview
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 multiresolution 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.

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

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关键词：Filtering Economics Wavelets Economic Wavelet Methods introduction Other Filtering Wavelets

谢谢，学习学习

VERY GOOD. THANKS

Thanks a lot

非常感谢   刚好要找这本书

many thanks for sharing it, a very good book..

how to open this file? It's a '.djvu' type

thanks

wzpinggu 发表于 2010-1-14 07:38
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

http://www2.impe ...

谢谢你