Estimation, Prediction, and Interpolation for Nonstationary Series With the Kalman Filter
| Year of publication: |
1994
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|---|---|
| Authors: | Gomez, Victor ; Maravall, Agustin |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 89.1994, 426, p. 611-624
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