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48 pages • missing pub info (editions)
ISBN/UID: 9781288699308
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 04 February 2013
Description
This paper advances the theory and methodology of signal extraction by introducing asymptotic and finite sample formulas for optimal estimators of signals in nonstationary multivariate time series. Previous literature has considered only univariat...
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48 pages • missing pub info (editions)
ISBN/UID: 9781288699308
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 04 February 2013
Description
This paper advances the theory and methodology of signal extraction by introducing asymptotic and finite sample formulas for optimal estimators of signals in nonstationary multivariate time series. Previous literature has considered only univariat...
Community Reviews
Content Warnings