<p>The material contained in this book originated in interrogations about modern practice in time series analysis. β’ Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? β’ Why do we infer 'long-term' properties
Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points
β Scribed by Marc Wildi
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Leaves
- 283
- Series
- Lecture Notes in Economics and Mathematical Systems
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
<P>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 relie
<span>The material contained in this book originated in interrogations about modern practice in time series analysis. β’ Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? β’ Why do we infer 'long-term' properti
This newly revised edition of a classic Artech House book provides a comprehensive and current understanding of signal detection and estimation. Featuring a wealth of new and expanded material, the second edition introduces the concepts of adaptive CFAR detection and distributed CA-CFAR detection. T