On Gibbs sampling for state space models (Q4320766): Difference between revisions
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scientific article; zbMATH DE number 718788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Gibbs sampling for state space models |
scientific article; zbMATH DE number 718788 |
Statements
On Gibbs sampling for state space models (English)
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26 March 1995
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diffusive parameter
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Markov chain
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Monte Carlo
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spline smoothing
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switching regression
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trend plus seasonal model
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Gibbs sampler
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linear state space model
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mixture of normals
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Kalman filter
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examples
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