2107821
9783540229353
This 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.Marc Wildi is the author of 'Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points (Lecture Notes in Economics and Mathematical Systems)', published 2004 under ISBN 9783540229353 and ISBN 3540229353.
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