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  • The formulation of structural time series models in discrete and continuous time 

    Harvey, A. C. (Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
    Open Access
    This paper sets out an approach for modelling univariate time series, including those in which observations are available on a daily basis. An underlying continuous time model is formulated and it is shown that this model ...