Exact smoothing for stationary and non-stationary time series

International Journal of Forecasting

Volumn 16, Issue 1, 2000, Pages 59-69

  Casals, José ^a   Jerez, Miguel ^a   Sotoca, Sonia ^a  

^a UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

Forecasting; Kalman filter; Smoothing; State space models; Unit roots

Indexed keywords

EID: 0009956262     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(99)00030-8     Document Type: Article

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