Fig. 5From: 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) scale factor for the proposed SMC methods with unknown ARMA(1,1) parameters. a ARMA(1,1), H=0.5.b ARMA(1,1), H=0.7.c ARMA(1,1), H=0:9Back to article page