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ORCID"A simulation smoother for long memory time series with correlated and ..."
Manabu Asai, Mike K. P. So (2021)
- Manabu Asai
, Mike K. P. So:
A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. Commun. Stat. Simul. Comput. 50(2): 388-399 (2021)
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