A filter for a state space model with fractional Gaussian noise (Q608478): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:52, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A filter for a state space model with fractional Gaussian noise |
scientific article |
Statements
A filter for a state space model with fractional Gaussian noise (English)
0 references
25 November 2010
0 references
fractional Gaussian noise
0 references
change of measure
0 references
EM algorithm
0 references
finite-dimensional filter
0 references
