Parameter estimation of -stable distributions using a DRAM algorithm

MaRDI QIDQ2916607zbMATH OpenFDO

Authors Zhiming Shan, Feng Shen, Yanling Hao

Publication date 5 October 2012

Published in Journal of Huazhong University of Science and Technology (Search for Journal in Brave)

zbMATH Keywords

adaptive Metropolis-HastingsBayesian inferencedelayed rejectionMarkov chain Monte Carlo approachparameter estimationsignal processingstable distribution

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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