Forecasting and Signals Extraction in Autoregressive-moving Average Models
This paper is a complete revision and considerable extension of "signal extraction in nonstationary series", Warwick Economic Research Paper No. 234, August 1983. Early versions of parts of the work were presented at European meetings of the Econometric Society, Pisa, 1983 and Madrid, 1984. This research was supported by a grant from the Economic and Social Research Council.
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|Date of creation:||1986|
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