Overview
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 547)
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Table of contents (9 chapters)
Keywords
About this book
Reviews
From the reviews:
"The aim of the author is … to describe established procedures which are implemented in ‘widely used’ software packages. … The book can be of great interest for all specialists working in the area of nonlinear systems state and parameter estimation and identification. It will be of significant benefit for time series estimation and prediction in many applications." (Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1053, 2005)
Authors and Affiliations
Bibliographic Information
Book Title: Signal Extraction
Book Subtitle: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points
Authors: Marc Wildi
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/b138291
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2005
Softcover ISBN: 978-3-540-22935-3Published: 20 October 2004
eBook ISBN: 978-3-540-26916-8Published: 06 September 2005
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XII, 279
Topics: Statistics for Business, Management, Economics, Finance, Insurance, Econometrics, Economic Theory/Quantitative Economics/Mathematical Methods