Simon J. Godsill, Gary (Ligong) Yang. Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian LÉVY Processes. In 2006 IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP 2006, Toulouse, France, May 14-19, 2006. pages 601-604, IEEE, 2006. [doi]
Abstract is missing.