Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time. Urteaga, I., Bugallo, M. F., & Djurić, P. M. EURASIP Journal on Advances in Signal Processing, Dec, 2017.
Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time [link]Paper  doi  bibtex   
@Article{j-Urteaga2017,
  Title                    = {{Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time}},
  Author                   = {I{\~n}igo Urteaga and M\'{o}nica F. Bugallo and Petar M. Djuri\'{c}},
  Journal                  = {EURASIP Journal on Advances in Signal Processing},
  Year                     = {2017},

  Month                    = {Dec},
  Number                   = {1},
  Volume                   = {2017},

  Doi                      = {10.1186/s13634-017-0518-4},
  Owner                    = {iurteaga},
  Timestamp                = {2016-10-25},
  Url                      = {https://doi.org/10.1186/s13634-017-0518-4}
}

Downloads: 0