CUED Publications database

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, 2007-8-26 to 2007-8-29, Madison, WI,US pp. 99-103..

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Item Type: Conference or Workshop Item (UNSPECIFIED)
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron job
Date Deposited: 04 Feb 2015 22:31
Last Modified: 01 May 2015 19:30
DOI: 10.1109/SSP.2007.4301226