A note on filtering for long memory processes-Reference-Cited by-同舟云学术

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A note on filtering for long memory processes

Published:2001-11 Issue:9-11 Volume:34 Page:1139-1144
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Thavaneswaran A.,Heyde C.C.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modeling and Simulation

Reference11 articles.

1. On the prediction of factional Brownian motion;Gripenberg;J. Appl. Prob.,1996

2. Statistical methods for data with long-range dependence;Beran;Statistical Science,1992

3. Asymptotic efficiency results for the method of moments with application to estimation for queueing processes;Heyde,1988

4. Some results on in inference for stationary processes and queueing systems;Heyde,1992

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