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Citation Details

Particle Gibbs Sampling for Regime-Switching State-Space Models

Award ID(s):: 2038801

PAR ID:: 10297139

Author(s) / Creator(s):: El-Laham, Yousef; Yang, Liu; Lynch, Heather J.; Djuric, Petar M.; Bugallo, Monica F.

Date Published:: 2021-06-06

Journal Name:: Particle Gibbs Sampling for Regime-Switching State-Space Models

Page Range / eLocation ID:: 5579 to 5583

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript
Conference Paper:
https://doi.org/10.1109/ICASSP39728.2021.9414875