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Issue DateTitleInvolved Person(s)
2002About model-based time series procedures : some remarks to TRAMO/SEATS and CENSUS X-12-ARIMAStier, W.; Wildi, Marc
2004Boundary signal estimation problemWildi, Marc
2008-02-22Cumulated deviation of a linear trend : describing writing phases with statistical toolsPerrin, Daniel; Wildi, Marc
2008-06-12Cumulated deviation of a linear trend : statistical modeling of writing processesPerrin, Daniel; Wildi, Marc
1999Detection of compatible turning-points and signal-extraction of non-stationary time seriesWildi, Marc
2011Discussion : calling recessions in real timeWildi, Marc
2002Estimation des composantes longues de la conjunctureEscudier, J-L; Wildi, Marc; Diebolt, C.
1998Estimation of AR- and MA-parameters of non-Linear SETARMA-processesWildi, Marc
1998Forecasting non-stationary financial data with OIIR-filters and composed threshold modelsWildi, Marc
2011From walking to jumping : statistical modeling of writing processesPerrin, Daniel; Wildi, Marc; Sick, Beate; Fürer, Mathias; Gantenbein, Thomas
2012Modeling writing phasesPerrin, Daniel; Wildi, Marc
2012-09-13Modeling writing phases : interdisciplinary method building – an interim reportFürer, Mathias; Gantenbein, Thomas; Perrin, Daniel; Sick, Beate; Wildi, Marc
2013Multi-step-ahead estimation of time series modelsMcElroy, Tucker; Wildi, Marc
2006Neuer Studiengang Wirtschaftsingenieurwesen : von IDP zu WIWildi, Marc; Heitz, Christoph; Strankmann, Manfred; Ruckstuhl, Andreas
2016Optimal real-time filters for linear prediction problemsWildi, Marc; McElroy, Tucker
2018Real time trend extraction and seasonal adjustmentWildi, Marc
1997Schätzung, Diagnose und Prognose nicht-linearer SETARMA-Modellek.A.; Wildi, Marc
2005Signal extraction : efficient estimation, 'unit root'-tests and early detection of turning pointsWildi, Marc
1998Signal extraction and detection of turning-pointsStier, Winfried; Wildi, Marc
2010Signal extraction revision variances as a goodness-of-fit measureMcElroy, Tucker; Wildi, Marc