Pages that link to "Item:Q1623533"
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The following pages link to When long memory meets the Kalman filter: a comparative study (Q1623533):
Displaying 13 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)
- State space modeling of long-memory processes (Q1807089) (← 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)
- State space estimation for long memory AFRIMA-GARCH models (Q2916232) (← links)
- Miscellanea. Time series with additive noise (Q4267778) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- Borrowing strength from past data in small domain prediction by kalman filtering - a case (Q4843851) (← links)
- A simulation smoother for long memory time series with correlated and heteroskedastic additive noise (Q5083988) (← 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)
