A filter for a state space model with fractional Gaussian noise (Q608478)
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scientific article; zbMATH DE number 5819644
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| English | A filter for a state space model with fractional Gaussian noise |
scientific article; zbMATH DE number 5819644 |
Statements
A filter for a state space model with fractional Gaussian noise (English)
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25 November 2010
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fractional Gaussian noise
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change of measure
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EM algorithm
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finite-dimensional filter
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