When long memory meets the Kalman filter: a comparative study (Q1623533): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When long memory meets the Kalman filter: a comparative study |
scientific article |
Statements
When long memory meets the Kalman filter: a comparative study (English)
0 references
23 November 2018
0 references
ARFIMA models
0 references
state space
0 references
missing observations
0 references
measurement error
0 references
level shifts
0 references
