Jacqueline Christmas, Richard Everson. Robust Autoregression: Student-t Innovations Using Variational Bayes. IEEE Transactions on Signal Processing, 59(1):48-57, 2011. [doi]
@article{ChristmasE11,
title = {Robust Autoregression: Student-t Innovations Using Variational Bayes},
author = {Jacqueline Christmas and Richard Everson},
year = {2011},
doi = {10.1109/TSP.2010.2080271},
url = {http://dx.doi.org/10.1109/TSP.2010.2080271},
researchr = {https://researchr.org/publication/ChristmasE11},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {59},
number = {1},
pages = {48-57},
}