Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models (Q4258766)
From MaRDI portal
scientific article; zbMATH DE number 1336689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models |
scientific article; zbMATH DE number 1336689 |
Statements
Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models (English)
0 references
14 September 1999
0 references
blocking
0 references
convergence rates
0 references
Gibbs sampling
0 references
parameterization
0 references
Markov chain Monte Carlo
0 references
simulation smoother
0 references
stochastic volatility
0 references
