Time-Series Filtering for Replicated Observations via a Kernel Approximate Bayesian Computation

DOI10.1109/TSP.2018.2872864zbMATH Open1414.62364OpenAlexW2899375613WikidataQ129075607 ScholiaQ129075607MaRDI QIDQ4622503FDOQ4622503

Authors: Takanori Hasegawa, Kaname Kojima, Yosuke Kawai, Masao Nagasaki 

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2018.2872864

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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