Concepedia

Agustı́n Maravall

AM

44

Publications

1.7K

Citations

24

H-Index

1976

Active since

Affiliations

Bank of Spain(Current)

European University Institute

Universidad Carlos III de Madrid

Agustı́n Maravall is an author at Bank of Spain specializing in statistics, engineering, and forecasting.

Top concepts

StatisticsEngineeringForecastingEconometricsBusinessEstimation TheoryTime Series EconometricsSignal ProcessingPredictive AnalyticsFinance

Publications per year

1976–2011

44

Publications

44

Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter

Vı́ctor Gómez, Agustı́n Maravall · Journal of the American Statistical Association · 1994 · 155 citations

Forecasting Methodology, Parameter Estimation, Engineering +18

Unobserved Components in Economic Time Series

Agustı́n Maravall · Cadmus - EUI Research Repository (European University Institute) · 1996 · 101 citations · Full text

An Application of Nonlinear Time Series Forecasting

Agustı́n Maravall · Journal of Business and Economic Statistics · 1983 · 100 citations

Forecasting Methodology, Economic Forecasting, Predictive Analytics +10

Missing observations in ARIMA models: Skipping approach versus additive outlier approach

Vı́ctor Gómez, Agustı́n Maravall, Daniel Peña · Journal of Econometrics · 1999 · 93 citations

Engineering, Data Science, Forecasting +2

A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL

Agustı́n Maravall, David A. Pierce · Journal of Time Series Analysis · 1987 · 91 citations

Climatology, Meteorology, Simplest Arima Process +15

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