One-step approximations for detecting regime changes in the state space model with application to the influenza data (Q1023561)

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One-step approximations for detecting regime changes in the state space model with application to the influenza data
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    One-step approximations for detecting regime changes in the state space model with application to the influenza data (English)
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    12 June 2009
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    hidden Markov model
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    state space model with switching
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    Kalman filter
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    Kalman smoother
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    Markov chain Monte Carlo
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    Gibbs sampling
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    EM algorithm
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    influenza
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