An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability (Q2938463)

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An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability
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    An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability (English)
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    14 January 2015
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    hidden process
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    intermittency
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    stochastic parameterized model
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    parameter estimation
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    Markov chain Monte Carlo algorithm
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    data augmentation
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    prediction
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