Pseudo-Marginal MCMC for Parameter Estimation in a-Stable Distributions**The first author acknowledges partial funding from EPSRC-DTG- 2013/EU, while the second and third authors were supported by the EPSRC BTaRoT project EP/K020153/1; the third author was also funded by the Learning of complex dynamical systems project (Contract number: 637-2014-466) from the Swedish Research Council. (2015)
Attributed to:
BTaRoT: Bayesian Tracking and Reasoning over Time
funded by
EPSRC
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.ifacol.2015.12.173
Publication URI: http://dx.doi.org/10.1016/j.ifacol.2015.12.173
Type: Journal Article/Review
Parent Publication: IFAC-PapersOnLine
Issue: 28
ISSN: 24058963