State space modeling of Gegenbauer processes with long memory

G. S. Dissanayake, M. S. Peiris, Tommaso Proietti. State space modeling of Gegenbauer processes with long memory. Computational Statistics & Data Analysis, 100:115-130, 2016. [doi]

Authors

G. S. Dissanayake

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M. S. Peiris

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Tommaso Proietti

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