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THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI‐ AND BIVARIATE ANALYSIS

Journal of Economic Surveys, 2014
A body of work using the continuous wavelet transform has been growing. We provide a self-contained summary on its most relevant theoretical results, describe how such transforms can be implemented in practice, and generalize the concept of simple ...
Luís Aguiar-conraria   +1 more
exaly   +2 more sources

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