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Seth Alan Greenblatt

Personal Details

First Name:Seth
Middle Name:Alan
Last Name:Greenblatt
Suffix:
RePEc Short-ID:pgr25
10108 Baxter Lane Austin, TX 78736
512-633-5864

Research output

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Jump to: Working papers Articles

Working papers

  1. Seth A. Greenblatt, 1994. "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics 9410001, EconWPA.
  2. Seth Greenblat, "undated". "Automated Theorem Proving," Computing in Economics and Finance 1997 78, Society for Computational Economics.

Articles

  1. Greenblatt, Seth A, 1998. "Atomic Decomposition of Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 12(3), pages 275-293, December.
  2. Greenblatt, Seth A, 1995. "Tensor Methods of Full-Information Maximum Likelihood Estimation: Estimation with Parameter Constraints," Computational Economics, Springer;Society for Computational Economics, vol. 8(4), pages 267-281, November.
  3. Greenblatt, Seth A, 1994. "Tensor Methods for Full-Information Maximum Likelihood Estimation: Unconstrained Estimation," Computational Economics, Springer;Society for Computational Economics, vol. 7(2), pages 89-108.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Seth A. Greenblatt, 1994. "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics 9410001, EconWPA.

    Cited by:

    1. Grané, Aurea & Veiga, Helena, 2009. "Wavelet-based detection of outliers in volatility models," DES - Working Papers. Statistics and Econometrics. WS ws090403, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Grané, Aurea & Veiga, Helena, 2010. "Wavelet-based detection of outliers in financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2580-2593, November.
    3. Lin Shinn-Juh & Stevenson Maxwell, 2001. "Wavelet Analysis of the Cost-of-Carry Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-17, April.
    4. Puigvert Gutiérrez, Josep Maria & Fortiana Gregori, Josep, 2008. "Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm," Working Paper Series 948, European Central Bank.

Articles

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