"Modeling non-Gaussian time-varying vector autoregressive processes by ..."

Deniz Gençaga, Ercan E. Kuruoglu, Aysin Ertüzün (2010)

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DOI: 10.1007/S11045-009-0081-8

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type: Journal Article

metadata version: 2023-09-30

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Deniz Gençaga, Ercan E. Kuruoglu, Aysin Ertüzün:
Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering. Multidimens. Syst. Signal Process. 21(1): 73 (2010)

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