Results 1-15 of 16 (Search time: 0.004 seconds).
Item hits:
Issue DateTitleInvolved Person(s)
23-Jan-2020The multivariate linear prediction problem : model-based and direct filtering solutionsWildi, Marc; McElroy, Tucker, et al
2019The trilemma between accuracy, timeliness and smoothness in real-time signal extractionWildi, Marc; McElroy, Tucker S.
2018Real time trend extraction and seasonal adjustmentWildi, Marc
2013Multi-step-ahead estimation of time series modelsMcElroy, Tucker; Wildi, Marc
2010Signal extraction revision variances as a goodness-of-fit measureMcElroy, Tucker; Wildi, Marc
2005Signal extraction : efficient estimation, 'unit root'-tests and early detection of turning pointsWildi, Marc
2004Boundary signal estimation problemWildi, Marc
2004Signal extraction: how (in)efficient are model-based approaches? : an empirical study based on TRAMO/SEATS and census X-12-ARIMAWildi, Marc; Schips, Bernd
2002Estimation des composantes longues de la conjunctureEscudier, J-L; Wildi, Marc; Diebolt, C.
2002About model-based time series procedures : some remarks to TRAMO/SEATS and CENSUS X-12-ARIMAStier, W.; Wildi, Marc
2001Signalextraktion und aktuelle KonjunkturdiagnoseStier, Winfried; Wildi, Marc
1999Detection of compatible turning-points and signal-extraction of non-stationary time seriesWildi, Marc
1998Forecasting non-stationary financial data with OIIR-filters and composed threshold modelsWildi, Marc
1998Estimation of AR- and MA-parameters of non-Linear SETARMA-processesWildi, Marc
1998Signal extraction and detection of turning-pointsStier, Winfried; Wildi, Marc
Results 1-15 of 16 (Search time: 0.004 seconds).