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"Sequential parameter learning and filtering in structured autoregressive ..."

Raquel Prado, Hedibert Freitas Lopes (2013)

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DOI: 10.1007/S11222-011-9289-1

access: closed

type: Journal Article

metadata version: 2020-03-25

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Raquel Prado, Hedibert Freitas Lopes:
Sequential parameter learning and filtering in structured autoregressive state-space models. Stat. Comput. 23(1): 43-57 (2013)

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