Robust Autoregression: Student-t Innovations Using Variational Bayes
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Publication:4572735
DOI10.1109/TSP.2010.2080271zbMath1392.94151MaRDI QIDQ4572735
Jacqueline Christmas, Richard M. Everson
Publication date: 18 July 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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