scientific article; zbMATH DE number 1487897

MaRDI QIDQ4494428zbMATH OpenFDO

Authors Marc Wildi

Publication date 10 August 2000

zbMATH Keywords

non-stationary time seriesdirect filtering approachtime delay restrictionunconditional optimization procedures

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Recommendations

• Signal extraction. Efficient estimation, `unit root'-tests and early detection of turning points.
• Signal extraction for nonstationary time series with diverse sampling rules
• Signal extraction for finite nonstationary time series
• A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation

Cited in

(5)

• 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.

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4494428)