Functional Representation, Approximation, Bases and Wavelets

James B. Ramsey ()
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James B. Ramsey: New York University

A chapter in Wavelet Applications in Economics and Finance, 2014, pp 1-20 from Springer

Abstract: Abstract After stressing the importance of analyzing the various basis spaces, the exposition evaluates the alternative bases available to wavelet researchers. The next step is to demonstrate the impact of choice of basis for the representation or projection of the regressand. The similarity of formulating a basis is explored across a variety of alternative representations. This development is followed by a very brief overview of some articles using wavelet tools. The comparative advantage of wavelets relative to the alternatives considered is stressed.

Keywords: Wavelet Analysis; Instrumental Variable; Structural Break; Basis Space; Wavelet Function (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymchp:978-3-319-07061-2_1

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DOI: 10.1007/978-3-319-07061-2_1

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