When long memory meets the Kalman filter: a comparative study (Q1623533)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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