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"Bayesian circular lattice filters for computationally efficient estimation ..."

Yuelei Sui, Scott H. Holan, Wen-Hsi Yang (2023)

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DOI: 10.1016/J.CSDA.2023.107690

access: closed

type: Journal Article

metadata version: 2023-03-21

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Yuelei Sui, Scott H. Holan, Wen-Hsi Yang:
Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models. Comput. Stat. Data Anal. 181: 107690 (2023)

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