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"Estimation of time-varying AR SalphaS processes using Gibbs sampling."

Deniz Gençaga et al. (2008)

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DOI: 10.1016/J.SIGPRO.2008.03.021

access: closed

type: Journal Article

metadata version: 2023-09-30

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Deniz Gençaga, Ercan E. Kuruoglu, Aysin Ertüzün, Sinan Yildirim:
Estimation of time-varying AR SalphaS processes using Gibbs sampling. Signal Process. 88(10): 2564-2572 (2008)

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