Student's $t$ VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling

DOI10.1109/TSP.2020.3033378OpenAlexW3094510431MaRDI QIDQ5103188

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Publication date: 23 September 2022

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2020.3033378

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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