A note on filtering for long memory processes (Q1600534): Difference between revisions

@@ Property / author @@
+Christopher C. Heyde
@@ Property / author: Christopher C. Heyde / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3138432
@@ Property / cites work: Q3138432 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4694367
@@ Property / cites work: Q4694367 / rank @@
+Normal rank
@@ Property / cites work @@
+On combining quasi-likelihood estimating functions
+Normal rank
@@ Property / cites work @@
+Linear Bayes and optimal estimation
@@ Property / cites work: Linear Bayes and optimal estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+A criterion for filtering in semimartingale models
+Normal rank
@@ Property / Wikidata QID @@
+Q127676071
@@ Property / Wikidata QID: Q127676071 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0895-7177(01)00122-4
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@@ Property / OpenAlex ID @@
+W2086063332
@@ Property / OpenAlex ID: W2086063332 / rank @@
+Normal rank