Fig. 4From: Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in timeTrue (black) and estimated (DA PF in red, IS PF in green) a 1 and b 1 for the proposed SMC methods with unknown ARMA(1,1) parameters. a a 1 tracking (H=0.7, unknown \(\sigma ^{2}_{u}\)). b b 1 tracking (H=0.7, unknown \(\sigma ^{2}_{u}\))Back to article page