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

Stefano Grassi, Paolo Santucci de Magistris (2014)

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DOI: 10.1016/J.CSDA.2012.10.018

access: closed

type: Journal Article

metadata version: 2020-10-26

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Stefano Grassi, Paolo Santucci de Magistris:
When long memory meets the Kalman filter: A comparative study. Comput. Stat. Data Anal. 76: 301-319 (2014)

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