MCMC and EM-based methods for inference in heavy-tailed processes with α-stable innovations

Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999

Volumn , Issue , 1999, Pages 228-232

  Godsill, Simon ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ITERATIVE METHODS; RANDOM PROCESSES; SIGNAL PROCESSING; STOCHASTIC SYSTEMS;

ASYMPTOTIC APPROXIMATION; CONDITIONAL DISTRIBUTION; CONDITIONALLY GAUSSIAN; METROPOLIS HASTINGS; REJECTION RATES; REJECTION SAMPLINGS; SCALE PARAMETER; STANDARD PROCEDURES;

HIGHER ORDER STATISTICS;

EID: 85017322712     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HOST.1999.778731     Document Type: Conference Paper

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