Signal extraction. Efficient estimation, `unit root'-tests and early detection of turning points.

zbMath1053.93003MaRDI QIDQ1888935

Marc Wildi

Publication date: 29 November 2004

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

system identificationsampled data systemsdetection theoryestimation and detection

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Research exposition (monographs, survey articles) pertaining to information and communication theory (94-02) Detection theory in information and communication theory (94A13)

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