The scan sampler for time series models (Q4376603): Difference between revisions

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Latest revision as of 19:50, 19 March 2024

scientific article; zbMATH DE number 1117646
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English
The scan sampler for time series models
scientific article; zbMATH DE number 1117646

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    The scan sampler for time series models (English)
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    11 February 1998
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    exponential family
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    generalized linear time series
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    Gibbs sampling
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    nonparametric regression
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    smoothing filter
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    stochastic volatility
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    Tobit models
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    Kalman filter
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    scan sampler
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    time series
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    state space model
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    Markov chain Monte Carlo
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