An efficient sampling scheme for dynamic generalized models (Q2259221): Difference between revisions

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+Q4293547
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+On Gibbs sampling for state space models
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+The simulation smoother for time series models
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+Slice sampling. (With discussions and rejoinder)
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+A simple and efficient simulation smoother for state space time series analysis
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+Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Markov chain Monte Carlo for dynamic generalised linear models
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+Q5480569
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+Inference from iterative simulation using multiple sequences
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+Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
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+Adaptive Rejection Sampling for Gibbs Sampling
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+Adaptive Rejection Metropolis Sampling within Gibbs Sampling
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+Likelihood analysis of non-Gaussian measurement time series
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+A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard &amp; Pitt (1997)
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+Bayesian forecasting and dynamic models.
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+Dynamic Generalized Linear Models and Bayesian Forecasting
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