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"Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian ..."

Simon J. Godsill, Gary (Ligong) Yang (2006)

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DOI: 10.1109/ICASSP.2006.1661347

access: closed

type: Conference or Workshop Paper

metadata version: 2020-06-22

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Simon J. Godsill, Gary (Ligong) Yang:
Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian LÉVY Processes. ICASSP (5) 2006: 601-604

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