Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points

by Marc Wildi

The material contained in this book originated in interrogations about modern practice in time series analysis. - Why do we use models optimized with respect to one-step ahead foreca- ing performances... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540229353
• ISBN13: 9783540229353
• Release Date: October 2004
• Publisher: Springer
• Length: 279 Pages
• Weight: 0.92 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"