The paper deals with estimation of missing observations in possibly nonstationary ARIMA models. First, the model is assumed known, and the structure of the interpolation filter is analysed. Using the inverse or dual autocorrelation function it is seen how estimation of a missing observation is...

The paper contains some implications for applied econometric research. Two important ones are, first, that invertible models, such as AR or VAR models, cannot in general be used to model seasonally adjusted or detrended data. The second one is that to look at the business cycle in detrended...

We investigate identifiability issues in DSGE models and their consequences for parameter estimation and model evaluation when the objective function measures the distance between estimated and model impulse responses. Observational equivalence, partial and weak identification problems are...

We present a new Fair Queuing policy adapted to low-bandwidth flows, and preventing discrepancy which is encountered under almost all of the existing Fair Queuing policies. Unlike Packet-by-packet Generalized Processos Sharing PGPS and its version Worst-case Fair, Fair Queuing WF2Q which...

In a first time we draw a rough shape of a general formal framework for polynomial approximation theory which encompasses the existing one by allowing the expression of new types of results. We show how this framework incorporates all the existing approximation results and, moreover, how new...

Lexical parsing is the whole set of techniques to increase from a raw text to a sequence of tagged words ; these tags are morphological and grammatical information. Lexical parsing generally uses an electronic dictionary. But a few of them accommodate themselves to proper nouns that are a...

Une methodologie alternative aux modeles multicriteres fondes sur l'etude economique et financiere de la firme est proposee afin d'estimer le risque de defaut des entreprises et d'elaborer un indicateur du risque de faillite. Nous recourons a une methode de Gestion Actif - Passif d'estimation...

En traitement automatique de la langue naturelle, l'analyse lexicale d'un texte est faite a partir de dictionnaires electroniques. Ceux-ci comportent tres peu de Noms Propres. Un travail de collecte des toponymes (noms de lieux) et gentiles (noms d'habitants) pour la France a ete mene. 55508...

In this paper, we study almost periodic (a.p.) solutions of discrete dynamical systems. We first adapt some results on a.p. differential equations to a.p. difference equations, on the link between boundedness of solutions and existence of a.p. solutions.