marc wildi
marc wildi
Prof econometrics, Zurich University of Applieed Sciences
Verified email at zhaw.ch
Title
Cited by
Cited by
Year
Test–retest reliability of resting EEG spectra validates a statistical signature of persons
M Näpflin, M Wildi, J Sarnthein
Clinical Neurophysiology 118 (11), 2519-2524, 2007
1792007
OECD Composite Leading Indicators for G7 Countries: A Comparison of the Hodrick-Prescott Filter and the Multivariate Direct Filter Approach
G Gyomai, M Wildi
OECD Statistics Working Papers 2012 (5), 0_1, 2013
742013
Signal Extraction: Efficient Estimation,'Unit Root'-Tests and Early Detection of Turning Points
M Wildi
Springer Science & Business Media, 2006
562006
Test–retest reliability of EEG spectra during a working memory task
M Näpflin, M Wildi, J Sarnthein
Neuroimage 43 (4), 687-693, 2008
512008
Real-Time Signal Extraction
M Wildi
Lecture Notes in Economics and Mathematical Systems 547, 2007
472007
Detection of compatible turning-points and signal-extraction of non-stationary time series
M Wildi
Operations Research Proceedings 1998, 293-299, 1999
281999
Multi-step-ahead estimation of time series models
T McElroy, M Wildi
International Journal of Forecasting 29 (3), 378-394, 2013
222013
Signal extraction: How (in) efficient are model-based approaches? an empirical study based on tramo/seats and census x-12-arima
M Wildi, B Schips
KOF Working Papers 96, 2004
212004
Statistical modeling of writing processes
D Perrin, M Wildi
Traditions of writing research, 390-405, 2009
202009
Real-time US-Recession Indicator (USRI): A classical cycle perspective with bounceback
M Wildi
IDP-working paper, IDP-WP-09Jun-06. http://www. idp. zhaw. ch/en/engineering …, 2009
172009
Efficient multivariate real-time filtering and cointegration
M Wildi
IDP-working paper, IDP-WP-08Sep-01. http://www. idp. zhaw. ch/fileadmin/user …, 2008
152008
Signal extraction revision variances as a goodness-of-fit measure
T McElroy, M Wildi
Journal of Time Series Econometrics 2 (1), 2010
142010
Real-time signal extraction: a shift of perspective
M Wildi
Estudios de Economia Aplicada 28 (3), 497-518, 2010
132010
Bitcoin and market-(in) efficiency: a systematic time series approach
N Bundi, M Wildi
Digital Finance 1 (1), 47-65, 2019
122019
About model-based time series procedures: Some remarks to TRAMO/SEATS and CENSUS X-12-ARIMA
W Stier, M Wildi
AStA Advances in Statistical Analysis 4 (86), 447-458, 2002
92002
Elements of Forecasting and Signal Extraction
M Wildi
IDP-Working Paper, August, 2012
82012
I-DFA and I-MDFA: Companion paper to R-code published on SEFBlog
M Wildi
IDP-Working Paper, March 18, 15, 2011
72011
Real-time filtering: using the multivariate DFA to monitor the US business cycle
M Wildi, JE Sturm
IDP-Working Paper 8, 2008
72008
Multi-Step Ahead Estimation of Time Series Models. Submitted to
T McElroy, M Wildi
International Journal of Forecasting, 2012
62012
Real-Time Signal Extraction, Beyond Maximum Likelihood Principles. IDP-Working book
M Wildi
IDP-WB-2008, http://www. idp. zhaw. ch/de/engineering/idp/forschung/finance …, 2008
62008
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