Wildi Marc (15 results)
Wonder Red Now: Eidgenossische Preise für Kunst 2001 - Prix Federaux D`Art 2001 - Premi Federali D`Arte 2001 : Kunst-Bulletin Nr. 1/2, Januar / Februar 2002
Antille, Emmanuelle; Marc Bauer; Valenti Carron; Sergio Cavero / Luca Deon; Gabriella Gerosa; Fabrizio Giannini; Laurent Goei; Marica Gojevic; Bob Gramsma; Andres Lutz / Anders Guggisberg; Myk Henry; Esther Hiepler; Robert Ireland; Bessie Nager
Language: English
Published by Edition OI: Bundesamt für Kultur / Office Fédéral De La Culture / Ufficio Federale Della Cultura, Bern, 2002
- Softcover
Seller: Montreal Books, Westmount, QC, CanadaMontreal Books
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Soft Cover / Couverture Souple. Condition: Near Fine/Excellente Condition. Montreal Books rating system: 1. Fine 2. Near Fine 3. Very Good 4. Good 5. Fair. Shahryar Nashat; Nils Nova; Marco Poloni; Blaise Sahy; Vittorio Santoro; Rebecca Sauvin; Erich Schonenberger; Kerim Seiler; Bohdan Stehlik; Cyril Verrier; Alexia Walther; Ing…rid Wildi; Giovanni Carmine; Claude Ritschard; Madeleine Schuppli; M. Stegmann (illustrator).
Wonder Red Now: Eidgenossische Preise für Kunst 2001 - Prix Federaux D`Art 2001 - Premi Federali D`Arte 2001 : Kunst-Bulletin Nr. 1/2, Januar / Februar 2002
Antille, Emmanuelle; Marc Bauer; Valenti Carron; Sergio Cavero / Luca Deon; Gabriella Gerosa; Fabrizio Giannini; Laurent Goei; Marica Gojevic; Bob Gramsma; Andres Lutz / Anders Guggisberg; Myk Henry; Esther Hiepler; Robert Ireland; Bessie Nager
Published by Edition OI: Bundesamt für Kultur / Office Fédéral De La Culture / Ufficio Federale Della Cultura, Bern, 2002
- Softcover
Seller: RPBooks, Champlain, NY, U.S.A.RPBooks
Contact seller3-star sellerSoft Cover / Couverture Souple. Condition: Near Fine/Excellente Condition. Montreal Books rating system: 1. Fine 2. Near Fine 3. Very Good 4. Good 5. Fair. Size: 8vo / in-8o, 156pp. Shahryar Nashat; Nils Nova; Marco Poloni; Blaise Sahy; Vittorio Santoro; Rebecca Sauvin; Erich Schonenberger; Kerim Seiler; Bohdan Stehlik; Cyril Ve…rrier; Alexia Walther; Ingrid Wildi; Giovanni Carmine; Claude Ritschard; Madeleine Schuppli; M. Stegmann (illustrator). Book.
- Softcover
Seller: Altstadt Antiquariat Rapperswil, Rapperswil, SwitzerlandAltstadt Antiquariat Rapperswil
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Softcover. Condition: Sehr gut. 2. Auflage. Mit sw. Abb. illustriert.
- Softcover
Seller: Studibuch, Stuttgart, GermanyStudibuch
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paperback. Condition: Gut. 292 Seiten; 9783540229353.3 Gewicht in Gramm: 500.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New. pp. 296.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. Signal Extraction | Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points | Marc Wildi | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | xii | Englisch | 2004 | Springer | EAN 9783540229353 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergart…enstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 for…ecasts - Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models - Are we able to detect turning-points of trend components earlier than with traditional signal extraction procedures The link between 'signal extraction' and the first two questions above is not immediate at first sight. Signal extraction problems are often solved by su- ably designed symmetric filters. Towards the boundaries (t = 1 or t = N) of a time series a particular symmetric filter must be approximated by asymm- ric filters. The time series literature proposes an intuitively straightforward solution for solving this problem: - Stretch the observed time series by forecasts generated by a model. - Apply the symmetric filter to the extended time series. This approach is called 'model-based'. Obviously, the forecast-horizon grows with the length of the symmetric filter. Model-identification and estimation of unknown parameters are then related to the above first two questions. One may further ask, if this approximation problem and the way it is solved by model-based approaches are important topics for practical purposes Consider some 'prominent' estimation problems: - The determination of the seasonally adjusted actual unemployment rate.
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
- Softcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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Condition: gut. 2009. Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points (Lecture Notes in Economics and Mathematical Systems, 547, Band 547) In deutscher Sprache. pages.
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 mult…i-step ahead forecasts - Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models - Are we able to detect turning-points of trend components earlier than with traditional signal extraction procedures The link between 'signal extraction' and the first two questions above is not immediate at first sight. Signal extraction problems are often solved by su- ably designed symmetric filters. Towards the boundaries (t = 1 or t = N) of a time series a particular symmetric filter must be approximated by asymm- ric filters. The time series literature proposes an intuitively straightforward solution for solving this problem: - Stretch the observed time series by forecasts generated by a model. - Apply the symmetric filter to the extended time series. This approach is called 'model-based'. Obviously, the forecast-horizon grows with the length of the symmetric filter. Model-identification and estimation of unknown parameters are then related to the above first two questions. One may further ask, if this approximation problem and the way it is solved by model-based approaches are important topics for practical purposes Consider some 'prominent' estimation problems: - The determination of the seasonally adjusted actual unemployment rate. 292 pp. Englisch.
- Softcover
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Seller: moluna, Greven, Germanymoluna
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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? -.
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: New. Print on Demand pp. 296 Illus.
- Softcover
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Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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Condition: New. PRINT ON DEMAND pp. 296.
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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-st…ep ahead forecasts ¿ Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models ¿ Are we able to detect turning-points of trend components earlier than with traditional signal extraction procedures The link between 'signal extraction' and the first two questions above is not immediate at first sight. Signal extraction problems are often solved by su- ably designed symmetric filters. Towards the boundaries (t = 1 or t = N) of a time series a particular symmetric filter must be approximated by asymm- ric filters. The time series literature proposes an intuitively straightforward solution for solving this problem: ¿ Stretch the observed time series by forecasts generated by a model. ¿ Apply the symmetric filter to the extended time series. This approach is called 'model-based'. Obviously, the forecast-horizon grows with the length of the symmetric filter. Model-identification and estimation of unknown parameters are then related to the above first two questions. One may further ask, if this approximation problem and the way it is solved by model-based approaches are important topics for practical purposes Consider some 'prominent' estimation problems: ¿ The determination of the seasonally adjusted actual unemployment rate.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 292 pp. Englisch.
