Authors:
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 547)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (9 chapters)
-
Front Matter
-
Back Matter
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
-
Institute for Data Analysis and Processdesign (IDP), Winterthur, Switzerland
Marc Wildi
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
Industry Sectors: Biotechnology, Finance, Business & Banking