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Grassi, Stefano and de Magistris, Paolo Santucci (2014) When Long Memory Meets the Kalman Filter: A Comparative Study. Computational Statistics and Data Analysis, 76 . pp. 301-319. ISSN 0167-9473. (doi:https://doi.org/10.1016/j.csda.2012.10.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |