The scan sampler for time series models (Q4376603)
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scientific article; zbMATH DE number 1117646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The scan sampler for time series models |
scientific article; zbMATH DE number 1117646 |
Statements
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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