Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151): Difference between revisions

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Stochastic model specification search for Gaussian and partial non-Gaussian state space models
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    Stochastic model specification search for Gaussian and partial non-Gaussian state space models (English)
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    25 July 2016
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    auxiliary mixture sampling
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    Bayesian econometrics
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    non-centered parameterization
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    Markov chain Monte Carlo
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    variable selection
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