Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study (Q3072399)
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scientific article; zbMATH DE number 5844587
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| English | Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study |
scientific article; zbMATH DE number 5844587 |
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Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (English)
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3 February 2011
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bootstrap
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confidence and credibility intervals
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dynamic linear models
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state space models
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Metropolis-Hastings
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0.7410964369773865
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0.7324250340461731
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0.7184861898422241
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0.6992191672325134
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0.692099392414093
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