When long memory meets the Kalman filter: A comparative...

When long memory meets the Kalman filter: A comparative study

Grassi, Stefano, Santucci de Magistris, Paolo
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Volume:
76
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2012.10.018
Date:
August, 2014
File:
PDF, 642 KB
english, 2014
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