Coverart for item
The Resource Signal extraction : efficient estimation, unit root-tests and early detection of turning points, Marc Wildi

Signal extraction : efficient estimation, unit root-tests and early detection of turning points, Marc Wildi

Label
Signal extraction : efficient estimation, unit root-tests and early detection of turning points
Title
Signal extraction
Title remainder
efficient estimation, unit root-tests and early detection of turning points
Statement of responsibility
Marc Wildi
Creator
Subject
Language
eng
Summary
The 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 X-12-ARIMA) is an inefficient estimation method because it relies on one-step ahead forecasting performances (of a model) whereas the signal extraction problem implicitly requires good multi-step ahead forecasts also. Unit roots are important properties of the input signal because they generate a set of constraints for the best extraction filter. Since traditional
Member of
Cataloging source
COO
http://library.link/vocab/creatorName
Wildi, Marc
Dewey number
330.0112
Illustrations
illustrations
Index
no index present
LC call number
HB3730
LC item number
.W495 2005
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Lecture notes in economics and mathematical systems,
Series volume
547
http://library.link/vocab/subjectName
  • Economic forecasting
  • Prévision économique
  • BUSINESS & ECONOMICS
  • Economic forecasting
  • Economic forecasting
  • Tijdreeksen
  • Schattingstheorie
  • Keerpunten
Label
Signal extraction : efficient estimation, unit root-tests and early detection of turning points, Marc Wildi
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 275-279)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction; Model-Based Approaches; QMP-ZPC Filters; The Periodogram; Direct Filter Approach (DFA); Finite Sample Problems and Regularity; Empirical Comparisons : Mean Square Performance; Empirical Comparisons : Turning Point Detection; Conclusion
Control code
62729027
Dimensions
unknown
Extent
1 online resource (xi, 279 pages)
Form of item
online
Isbn
9781280305139
Lccn
2004111007
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b138291
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-22935-3
Specific material designation
remote
System control number
(OCoLC)62729027
Label
Signal extraction : efficient estimation, unit root-tests and early detection of turning points, Marc Wildi
Publication
Bibliography note
Includes bibliographical references (pages 275-279)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction; Model-Based Approaches; QMP-ZPC Filters; The Periodogram; Direct Filter Approach (DFA); Finite Sample Problems and Regularity; Empirical Comparisons : Mean Square Performance; Empirical Comparisons : Turning Point Detection; Conclusion
Control code
62729027
Dimensions
unknown
Extent
1 online resource (xi, 279 pages)
Form of item
online
Isbn
9781280305139
Lccn
2004111007
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b138291
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-22935-3
Specific material designation
remote
System control number
(OCoLC)62729027

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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