When long memory meets the Kalman filter: a comparative study (Q1623533)
From MaRDI portal
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
