Estimation of time-varying AR S S processes using Gibbs sampling

DOI10.1016/J.SIGPRO.2008.03.021MaRDI QIDQ2377779zbMATH OpenOpenAlexFDO

Authors Deniz Gençağa, Ercan E. Kuruoglu, Ayşın Ertüzün, Sinan Yıldırım

Publication date 20 January 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2008.03.021

zbMATH Keywords

Markov chain Monte Carloparticle filteringtime-varying autoregressive processes\(\alpha \)-stable distributionsBayesian estimation techniques

Mathematics Subject Classification ID

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

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