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Viano Marie-Claude
Publications in Math-Net.Ru
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
Teor. Veroyatnost. i Primenen.
,
52
:4 (2007),
768–792
Random iterations and Kalman filtering
Teor. Veroyatnost. i Primenen.
,
35
:4 (1990),
740–748
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Steklov Math. Inst. of RAS
, 2024