A Stochastic Nonlinear Regression Estimator Using Wavelets

Computational Economics

Volumn 11, Issue 1-2, 1997, Pages 89-103

  Pan, Zuohong ^a   Wang, Xiaodi ^b  

^a WESTERN CONNECTICUT STATE UNIVERSITY   (United States)

^b Department of Mathematics ^*  (United States)

Author keywords

Market inefficiency; Stochastic nonlinear regression; Wavelet based estimator

Indexed keywords

EID: 0008826163     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008670529487     Document Type: Article

References (21)

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