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"Sequential Monte Carlo for inference of latent ARMA time-series with ..."

Iñigo Urteaga, Mónica F. Bugallo, Petar M. Djuric (2017)

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DOI: 10.1186/S13634-017-0518-4

access: open

type: Journal Article

metadata version: 2020-10-26

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Iñigo Urteaga, Mónica F. Bugallo, Petar M. Djuric:
Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time. EURASIP J. Adv. Signal Process. 2017: 84 (2017)

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