scientific article; zbMATH DE number 1487897
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Publication:4494428
zbMATH Open0959.91054MaRDI QIDQ4494428FDOQ4494428
Authors: Marc Wildi 
Publication date: 10 August 2000
Title of this publication is not available (Why is that?)
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- Signal extraction for finite nonstationary time series
- Estimating the turning point location in shifted exponential model of time series
- Evaluation of recursive detection methods for turning points in financial time series
- On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
- Signal extraction. Efficient estimation, `unit root'-tests and early detection of turning points.
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