Partially Observed Discrete-Valued Time Series in Fractional Gaussian Noise

• Published in: Электронное моделирование
• Date: 2011
• Main Author: Aggoun, L.
• Format: Article
• Language: Ukrainian
• Published: Інститут проблем моделювання в енергетиці ім. Г.Є. Пухова НАН України 2011
• Subjects: Математические методы и модели
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/61760
• 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.

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...