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Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
Victor Gomez and Agustin MaravallVolume:
89
Langue:
english
Pages:
14
Journal:
Journal of the American Statistical Association
DOI:
10.2307/2290864
Date:
June, 1994
Fichier:
PDF, 2.24 MB
english, 1994