Fig. 2From: Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in timeTrue (black) and estimated state (red) for the proposed SMC method with known ARMA parameters and unknown \(\sigma _{u}^{2}\) a AR(1),a 1=0.85,H=0.5.b AR(1),a 1=0.85,H=0.7.c AR(1),a 1=0.85,H=0.9.d MA(1),b 1=0.8,H=0.5.e MA(1),b 1=0.8,H=0.7.f MA(1),b 1=0.8,H=0.9.g ARMA(1,1),a 1=0.85,b 1=0.8,H=0.5.h ARMA(1,1),a 1=0.85,b 1=0.8,H=0.7.i ARMA(1,1),a 1=0.85,b 1=0.8,H=0.9.Back to article page