When long memory meets the Kalman filter: A comparative study
Grassi, Stefano, Santucci de Magistris, PaoloVolume:
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