Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151): Difference between revisions
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Revision as of 07:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic model specification search for Gaussian and partial non-Gaussian state space models |
scientific article |
Statements
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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