Estimation of time-varying AR SalphaS processes using Gibbs sampling

Deniz Gençaga, Ercan E. Kuruoglu, Aysin Ertüzün, Sinan Yildirim. Estimation of time-varying AR SalphaS processes using Gibbs sampling. Signal Processing, 88(10):2564-2572, 2008. [doi]

Abstract

Abstract is missing.