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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.
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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An: 148076382
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PubType: Academic Journal
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  Data: A simulation smoother for long memory time series with correlated and heteroskedastic additive noise.
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  Data: <searchLink fieldCode="AR" term="%22Asai%2C+Manabu%22">Asai, Manabu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> m-asai@soka.ac.jp</i><br /><searchLink fieldCode="AR" term="%22So%2C+Mike+K%2E+P%2E%22">So, Mike K. P.</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Communications+in+Statistics%3A+Simulation+%26+Computation%22">Communications in Statistics: Simulation & Computation</searchLink>. 2021, Vol. 50 Issue 2, p388-399. 12p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=148076382
RecordInfo BibRecord:
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        Value: 10.1080/03610918.2018.1554120
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      – Code: eng
        Text: English
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        PageCount: 12
        StartPage: 388
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      – TitleFull: A simulation smoother for long memory time series with correlated and heteroskedastic additive noise.
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            NameFull: Asai, Manabu
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            NameFull: So, Mike K. P.
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              Text: 2021
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              Y: 2021
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            – TitleFull: Communications in Statistics: Simulation & Computation
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