An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability (Q2938463)
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scientific article; zbMATH DE number 6386534
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| English | An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability |
scientific article; zbMATH DE number 6386534 |
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An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability (English)
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14 January 2015
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hidden process
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intermittency
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stochastic parameterized model
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parameter estimation
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Markov chain Monte Carlo algorithm
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data augmentation
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prediction
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0.8579727
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0.8546918
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0.84915495
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0.8470947
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0.8420304
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0.8393819
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