Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models (Q4258766)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1336689
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.8864488
0 references
0 references
0.8811635
0 references
0.8732495
0 references
0.8727772
0 references
0.86999804
0 references
0.8695373
0 references
0.8660215
0 references
