LIBROS DEL AUTOR: marc wildi

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  • Signal Extraction
    Marc Wildi
    The material contained in this book originated in interrogations about modern practice in time series analysis. • Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? • Why do we infer ’long-term’ properties (unit-roots) of an unknown process from statistics essen...
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