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Bayesian inference for continuous-time ARMA models driven by jump diffusions

Yang, G and Godsill, SJ (2007) Bayesian inference for continuous-time ARMA models driven by jump diffusions. In: 14th IEEE Statistical Signal Processing Workshop, 26-8-2007 to 29-8-2007, Madison, WI,US pp. 99-103..

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Item Type: Conference or Workshop Item (UNSPECIFIED)
Additional Information: Event type = conference
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 28 Oct 2011 16:40
Last Modified: 20 May 2013 01:42
DOI: 10.1109/SSP.2007.4301226

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