Signal Extraction: Efficient Estimation, «Unit Root»-Tests and Early Detection of Turning Points (книга)
Signal Extraction: Efficient Estimation, «Unit Root»-Tests and Early Detection of Turning Points | |
Автор: | Marc Wildi |
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Оригинал издан: | 2004 |
«Signal Extraction: Efficient Estimation, «Unit Root»-Tests and Early Detection of Turning Points» — книга 2004 года.
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Содержание 
От издателя 
«Book DescriptionThe book provides deep insights into the signal extraction problem — especially at the boundary of a sample, where asymmetric filters must be used — and how to solve it optimally. The traditional model-based approach (TRAMO/SEATS or…»