Browsing Department of Economics (ECO) by Author "PENA, Daniel"

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Title: Missing Observations and Additive Outliers in Time Series Models Author(s): MARAVALL, Agustin; PENA, Daniel Date: 1992 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Interpolation, Outliers and Inverse Autocorrelations Author(s): PENA, Daniel; MARAVALL, Agustin Date: 1991 Type of Publication: Article Abstract: The paper addresses the problem of estimating missing observations in an infinite realization of a linear, possibly nonstationary, stochastic processes when the model is known. The general case of any possible distribution ...

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