Partial non-Gaussian state space (Q4299487)
From MaRDI portal
scientific article; zbMATH DE number 600080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial non-Gaussian state space |
scientific article; zbMATH DE number 600080 |
Statements
Partial non-Gaussian state space (English)
0 references
11 October 1994
0 references
EM algorithm
0 references
filtering
0 references
Metropolis algorithm
0 references
seasonal adjustment
0 references
unobserved components
0 references
prediction
0 references
exact results
0 references
partial non-Gaussian state space
0 references
Students distribution
0 references
Gaussian mixture distributions
0 references
Markov switching model
0 references
Gaussian state space filtering
0 references
smoothing
0 references
non- Gaussian times series models
0 references
fully Bayesian
0 references
maximum likelihood
0 references
outlier models
0 references
discrete Markov chain components
0 references
multiplicative models
0 references
stochastic variance models
0 references
