Pages that link to "Item:Q1623533"

The following pages link to When long memory meets the Kalman filter: a comparative study (Q1623533):

Displaying 8 items.

• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
• A modified test against spurious long memory (Q1663949) (← links)
• A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure (Q2317322) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
• Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
• Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113) (← links)