Seth Alan Greenblatt
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Research outputJump to: Working papers Articles
- Seth A. Greenblatt, 1994. "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics 9410001, EconWPA.
- Seth Greenblat, "undated". "Automated Theorem Proving," Computing in Economics and Finance 1997 78, Society for Computational Economics.
- Greenblatt, Seth A, 1998. "Atomic Decomposition of Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 12(3), pages 275-293, December.
- 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.
- 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.
CitationsMany 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.
- Seth A. Greenblatt, 1994.
"Wavelets in Econometrics: An Application to Outlier Testing,"
- Shinn-Juh Lin & Max Stevenson, 1999. "Wavelet Analysis of Index Prices in Futures and Cash Markets: Implication for the Cost-Of-Carry Model," Research Paper Series 11, Quantitative Finance Research Centre, University of Technology, Sydney.
- 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.
- 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.
- 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.
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