"Student's $t$ VAR Modeling With Missing Data Via Stochastic EM and Gibbs ..."

Rui Zhou et al. (2020)

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DOI: 10.1109/TSP.2020.3033378

access: closed

type: Journal Article

metadata version: 2020-12-31

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Rui Zhou, Junyan Liu, Sandeep Kumar, Daniel P. Palomar:
Student's $t$ VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling. IEEE Trans. Signal Process. 68: 6198-6211 (2020)

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