Miscellanea. time series with additive noise

So, MKP . Biometrika 1999. 86 (2) :474-482

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Bibtex

@article{CIS-154277,
  Author = {So, MKP},
  Title = {Miscellanea. time series with additive noise},
  Journal = {Biometrika},
  Volume = {86},
  Number = {2},
  Year = {1999},
  Pages = {474--482},
  Keywords = {Outlier detection, Kalman filter, State space model, Long-range dependence, Long memory, Markov chain Monte Carlo, autoregressive fractionally integrated moving average, Stochastic volatility model.}
}

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