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dc.contributor.authorSchlüter, Stephanen_US
dc.date.accessioned2009-11-09en_US
dc.date.accessioned2010-01-13T14:01:56Z-
dc.date.available2010-01-13T14:01:56Z-
dc.date.issued2009en_US
dc.identifier.urihttp://hdl.handle.net/10419/29552-
dc.description.abstractThe scaling function from multiresolution analysis can be used to constuct a smoothing tool in the context of time series analysis. We give a time series smoothing function for which we show the properties of a quasilinear moving average. Furthermore; we discuss its features and especially derive the distributional properties of our quasilinear moving average given some simple underlying stochastic processes. Eventually we compare it to existing smoothing methods in order to motivate its applicationen_US
dc.language.isoengen_US
dc.publisherUniv.; Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung Erlangenen_US
dc.relation.ispartofseriesIWQW discussion paper series 12/2009en_US
dc.subject.ddc330en_US
dc.subject.keywordScaling functionen_US
dc.subject.keywordQuasilinear moving averageen_US
dc.subject.keywordInfluence functionen_US
dc.subject.stwZeitreihenanalyseen_US
dc.subject.stwTheorieen_US
dc.titleConstructing a quasilinear moving average using the scaling functionen_US
dc.typeWorking Paperen_US
dc.identifier.ppn61251076Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:iwqwdp:122009-
Appears in Collections:IWQW Discussion Paper Series, FAU Erlangen-Nürnberg

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