Partially Observed Discrete-Valued Time Series in Fractional Gaussian Noise
Stochastic processes of counts have very broad applications in view of the host of integer-valued time series which cannot be satisfactorily handled within the classical framework of Gaussian-like series. In this paper we discuss recursive filters for partially observed discrete-valued time series...
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| Published in: | Электронное моделирование |
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| Date: | 2011 |
| Main Author: | |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Інститут проблем моделювання в енергетиці ім. Г.Є. Пухова НАН України
2011
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| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/61760 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Partially Observed Discrete-Valued Time Series in Fractional Gaussian Noise / L. Aggoun // Электронное моделирование. — 2011 — Т. 33, № 3. — С. 13-21. — Бібліогр.: 10 назв. — англ. |