Estimation of missing values in possibly partially nonstationary vector time series

Biometrika

Volumn 84, Issue 2, 1997, Pages 495-499

  Luceno, Alberto ^a  

^a UNIVERSITY OF CANTABRIA   (Spain)

Author keywords

Estimation; Interpolation; Likelihood function; Noninvertible model; Prediction

Indexed keywords

EID: 0003150793     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.2.495     Document Type: Article

References (14)

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