Tatjana Lemke, Simon J. Godsill. Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models. In 2012 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2012, Kyoto, Japan, March 25-30, 2012. pages 3737-3740, IEEE, 2012. [doi]
Abstract is missing.