A simulation smoother for long memory time series with correlated and heteroskedastic additive noise.
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| Title: | A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. |
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| Authors: | Asai, Manabu1 (AUTHOR) m-asai@soka.ac.jp, So, Mike K. P.2 (AUTHOR) |
| Source: | Communications in Statistics: Simulation & Computation. 2021, Vol. 50 Issue 2, p388-399. 12p. |
| Database: | Mathematics Source |
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| ISSN: | 03610918 |
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| DOI: | 10.1080/03610918.2018.1554120 |
