Date: 1992
Type: Working Paper
Estimation, prediction and interpolation for nonstationary series with the Kalman filter
Working Paper, EUI ECO, 1992/80
GOMEZ, Victor, MARAVALL, Agustin, Estimation, prediction and interpolation for nonstationary series with the Kalman filter, EUI ECO, 1992/80 - https://hdl.handle.net/1814/431
Retrieved from Cadmus, EUI Research Repository
Additional information:
Digitised version produced by the EUI Library and made available online in 2020.
Cadmus permanent link: https://hdl.handle.net/1814/431
Series/Number: EUI ECO; 1992/80
Publisher: European University Institute
Published version part: http://hdl.handle.net/1814/17001
