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Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
Gómez, Víctor, Maravall, AgustínVolume:
89
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1994.10476786
Date:
June, 1994
File:
PDF, 1.40 MB
english, 1994