Bayesian Lattice Filters for Time-Varying Autoregression and Time–Frequency Analysis

Wikle, Christopher K., Holan, Scott H., Yang, Wen-Hsi . Bayesian Analysis 2016. 11 (4) :977-1003

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Bibtex

@article{CIS-420522,
  Author = {Wikle, Christopher K. and Holan, Scott H. and Yang, Wen-Hsi},
  Title = {Bayesian Lattice Filters for Time-Varying Autoregression and Time–Frequency Analysis},
  Journal = {Bayesian Analysis},
  Volume = {11},
  Number = {4},
  Year = {2016},
  Pages = {977--1003},
  Keywords = {}
}

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