Variational Bayes for generalized autoregressive models

DOI10.1109/TSP.2002.801921zbMath1369.94269OpenAlexW2043623344WikidataQ57374405 ScholiaQ57374405MaRDI QIDQ5353691

Will D. Penny, Stephen J. Roberts

Publication date: 8 September 2017

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

Full work available at URL: https://doi.org/10.1109/tsp.2002.801921

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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