(Download pdf) Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points (Lecture Notes in Economics and Mathematical Systems)






 | #13046168 in Books |  2004-11-23 | Original language:English | PDF # 1 |  9.25 x.66 x6.10l,.92 | File Name: 3540229353 | 279 pages

|| ||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 s

The material contained in this book originated in interrogations about modern practice in time series analysis. • Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? • Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models? • Are...


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