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June 22, 2024Open Access

Recursive variational Gaussian approximation with the Whittle likelihood for linear non-Gaussian state space models

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BVBao Anh VuUniversity of WollongongDGDavid GunawanUniversity of WollongongAZAndrew Zammit‐MangionUniversity of Wollongong

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Vu et al. (2024) studied this question.

synapsesocial.com/papers/68e63c0bb6db6435875cda41https://doi.org/10.48550/arxiv.2406.15998
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