When long memory meets the Kalman filter: a comparative study (Q1623533): Difference between revisions

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Latest revision as of 11:17, 17 July 2024

scientific article
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English
When long memory meets the Kalman filter: a comparative study
scientific article

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    When long memory meets the Kalman filter: a comparative study (English)
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    23 November 2018
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    ARFIMA models
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    state space
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    missing observations
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    measurement error
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    level shifts
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