Estimation of time-varying AR \(S\alpha S\) processes using Gibbs sampling (Q2377779)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of time-varying AR \(S\alpha S\) processes using Gibbs sampling |
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Estimation of time-varying AR \(S\alpha S\) processes using Gibbs sampling (English)
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20 January 2009
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\(\alpha \)-stable distributions
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Bayesian estimation techniques
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Markov chain Monte Carlo
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particle filtering
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time-varying autoregressive processes
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