When long memory meets the Kalman filter: a comparative study
type: Item
instance of: scholarly article
title: When long memory meets the Kalman filter: a comparative study
zbMATH Open document ID: 1506.62070
author: Stefano Grassi
author: Paolo Santucci de Magistris
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6983981
zbMATH Keywords: ARFIMA models
zbMATH Keywords: state space
zbMATH Keywords: missing observations
zbMATH Keywords: measurement error
zbMATH Keywords: level shifts
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.csda.2012.10.018
OpenAlex ID: W2048211164
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DOI: 10.1016/J.CSDA.2012.10.018
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description: scientific article; zbMATH DE number 6983981