Partial non-Gaussian state space (Q4299487)
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scientific article; zbMATH DE number 600080
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Partial non-Gaussian state space |
scientific article; zbMATH DE number 600080 |
Statements
Partial non-Gaussian state space (English)
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11 October 1994
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EM algorithm
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filtering
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Metropolis algorithm
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seasonal adjustment
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unobserved components
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prediction
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exact results
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partial non-Gaussian state space
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Students distribution
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Gaussian mixture distributions
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Markov switching model
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Gaussian state space filtering
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smoothing
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non- Gaussian times series models
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fully Bayesian
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maximum likelihood
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outlier models
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discrete Markov chain components
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multiplicative models
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stochastic variance models
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0.85532105
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0.8426992
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0.8307303
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0.8287724
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