GENERAL-ANALYSIS OF 2-BAND QMF BANKS

1995-02-01
The two-channel perfect-reconstruction quadrature-mirror-filter banks (PR QMF banks) are analyzed in detail by assuming arbitrary analysis and synthesis filters. Solutions where the filters are FIR or IIR correspond to the fact that a certain function is monomial or nonmonomial, respectively. For the monomial case, the design problem is formulated as a nonlinear constrained optimization problem. The formulation is quite robust and is able to design various two-channel filter banks such as orthogonal and biorthogonal, arbitrary delay, linear-phase filter banks, to name a few. Same formulation is used for causal and stable PR IIR filter bank solutions.
IEEE TRANSACTIONS ON SIGNAL PROCESSING

Suggestions

Do global risk perceptions influence world oil prices?
Sarı, Ramazan; Soytaş, Uğur (2011-05-01)
This paper investigates the information transmission mechanism between world oil, gold, silver, dollar/euro exchange rate markets, and volatility index (VIX) accommodating for global risk perceptions. We find that there is a unique long run equilibrium relationship, where gold, silver, exchange rate, and risk perceptions appear as long run forcing variables of world oil prices. We uncover that global risk perceptions have a significantly suppressing effect on oil prices in the long run. We also discover tha...
Reflexivity Analysis of Digital Currencies with a Semiparametric Hawkes Process
Atak Atalık, Alev (2021-06-25)
The self-excitability and price clustering properties of the cryptocurrency market are studied to investigate the main sources of volatility, in particular, the reflexivity or the endogeneity issues. We apply our kernel estimation of the spectrum localized both in time and frequency to data sets of transaction times, revealing pertinent features in the data that had not been made visible by classical non-localized approaches based on models with constant fertility functions over time. We apply the empirical...
Reflexivity analysis of cryptocurrencies with a time-varying semi-parametric Hawkesprocess
Atak Atalık, Alev (2021-06-26)
The self-excitability and price clustering properties of the cryptocurrency market are studied to investigate the main sources of volatility, in particular, the reflexivity or the endogeneity issues. We apply our kernel estimation of the spectrum localized both in time and frequency to data sets of transaction times, revealing pertinent features in the data that had not been made visible by classical non-localized approaches based on models with constant fertility functions over time. We apply the empirical...
Financial development and economic fluctuations
Tiryaki, Gisele Ferreira (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2003-6-1)
This paper provides empirical evidence on the link between financial system development and business cycles volatility. Previous studies have shown that economic fluctuations become less pronounced as the financial system of a country develops. This paper reveals that this result is not apparent when dealing with shorter horizons and when considering the behavior of other components of output, such as private investment and consumption. Using a dynamic Generalized Method of Moments technique on a cros...
A data mining application to deposit pricing: Main determinants and prediction models
Batmaz, İnci; Danışoğlu, Seza (2017-11-01)
This study provides unique empirical evidence regarding the determinants of deposit pricing by employing data mining methods and making use of proprietary data provided by a commercial bank. Results highlight the importance of taking into account customer- and account-specific characteristics in the determination of deposit rates. Contrary to existing evidence obtained from macro-level bank data, the customer- level data used in this study suggest that depositors with a multi-faceted and long-term relations...
Citation Formats
T. E. Tuncer, “GENERAL-ANALYSIS OF 2-BAND QMF BANKS,” IEEE TRANSACTIONS ON SIGNAL PROCESSING, pp. 544–548, 1995, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42650.