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]
@article{DissanayakePP16,
title = {State space modeling of Gegenbauer processes with long memory},
author = {G. S. Dissanayake and M. S. Peiris and Tommaso Proietti},
year = {2016},
doi = {10.1016/j.csda.2014.09.014},
url = {http://dx.doi.org/10.1016/j.csda.2014.09.014},
researchr = {https://researchr.org/publication/DissanayakePP16},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {100},
pages = {115-130},
}