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Signal Extraction Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points /

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' prop...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Wildi, Marc (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Lecture Notes in Economics and Mathematical Systems, 547
Temas:
Acceso en línea:Texto Completo