Simulation smoothing for state-space models: a computational efficiency analysis (Q452558): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6082967
@@ Property / zbMATH DE Number: 6082967 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chain Monte Carlo
@@ Property / zbMATH Keywords: Markov chain Monte Carlo / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+importance sampling
@@ Property / zbMATH Keywords: importance sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+count data
@@ Property / zbMATH Keywords: count data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high frequency financial data
@@ Property / zbMATH Keywords: high frequency financial data / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57437736
@@ Property / Wikidata QID: Q57437736 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2010.07.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2037360823
@@ Property / OpenAlex ID: W2037360823 / rank @@
+Normal rank
@@ Property / cites work @@
+On Gibbs sampling for state space models
@@ Property / cites work: On Gibbs sampling for state space models / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo in conditionally Gaussian state space models
+Normal rank
@@ Property / cites work @@
+Efficient simulation and integrated likelihood estimation in state space models
+Normal rank
@@ Property / cites work @@
+The simulation smoother for time series models
@@ Property / cites work: The simulation smoother for time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo maximum likelihood estimation for non-Gaussian state space models
+Normal rank
@@ Property / cites work @@
+Q2760417
@@ Property / cites work: Q2760417 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple and efficient simulation smoother for state space time series analysis
+Normal rank
@@ Property / cites work @@
+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
@@ Property / cites work: DATA AUGMENTATION AND DYNAMIC LINEAR MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
+Normal rank
@@ Property / cites work @@
+Identification of causal factor models of stationary time series
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+On Block Updating in Markov Random Field Models for Disease Mapping
+Normal rank
@@ Property / cites work @@
+Q3713481
@@ Property / cites work: Q3713481 / rank @@
+Normal rank
@@ Property / cites work @@
+Fast Sampling of Gaussian Markov Random Fields
@@ Property / cites work: Fast Sampling of Gaussian Markov Random Fields / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood analysis of non-Gaussian measurement time series
+Normal rank
@@ Property / cites work @@
+Choosing an appropriate number of factors in factor analysis with incomplete data
+Normal rank
@@ Property / cites work @@
+Nonlinear State-Space Models With State-Dependent Variances
+Normal rank
@@ Property / cites work @@
+A Levinson-like algorithm for symmetric strongly nonsingular higher order semiseparable plus band matrices
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:452558