A simple and efficient simulation smoother for state space time series analysis (Q4455356): Difference between revisions
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Latest revision as of 21:03, 19 March 2024
scientific article; zbMATH DE number 2058738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple and efficient simulation smoother for state space time series analysis |
scientific article; zbMATH DE number 2058738 |
Statements
A simple and efficient simulation smoother for state space time series analysis (English)
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16 March 2004
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diffuse initialisation
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disturbance smoothing
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Gibbs sampling
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importance sampling
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Kalman filter
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Markov chain Monte Carlo
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