Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/29552 
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dc.contributor.authorSchlüter, Stephanen
dc.date.accessioned2009-11-09-
dc.date.accessioned2010-01-13T14:01:56Z-
dc.date.available2010-01-13T14:01:56Z-
dc.date.issued2009-
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
dc.language.isoengen
dc.publisher|aFriedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW) |cNürnbergen
dc.relation.ispartofseries|aIWQW Discussion Papers |x12/2009en
dc.subject.ddc330en
dc.subject.keywordScaling functionen
dc.subject.keywordQuasilinear moving averageen
dc.subject.keywordInfluence functionen
dc.subject.stwZeitreihenanalyseen
dc.subject.stwTheorieen
dc.titleConstructing a quasilinear moving average using the scaling function-
dc.type|aWorking Paperen
dc.identifier.ppn61251076Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:iwqwdp:122009en

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