Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian LÉVY Processes

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]

@inproceedings{GodsillY06,
  title = {Bayesian Inference for Continuous-Time Arma Models Driven by Non-Gaussian LÉVY Processes},
  author = {Simon J. Godsill and Gary (Ligong) Yang},
  year = {2006},
  doi = {10.1109/ICASSP.2006.1661347},
  url = {http://dx.doi.org/10.1109/ICASSP.2006.1661347},
  researchr = {https://researchr.org/publication/GodsillY06},
  cites = {0},
  citedby = {0},
  pages = {601-604},
  booktitle = {2006 IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP 2006, Toulouse, France, May 14-19, 2006},
  publisher = {IEEE},
  isbn = {1-4244-0469-X},
}