Efficient Bayesian Inference for Dynamic Mixture Models (Q4541310)

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scientific article; zbMATH DE number 1773856
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Efficient Bayesian Inference for Dynamic Mixture Models
scientific article; zbMATH DE number 1773856

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    30 July 2002
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    level shifts
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    mixture of normals
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    outliers
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    state-space model
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    time series
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    Markov chain Monte Carlo
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    Efficient Bayesian Inference for Dynamic Mixture Models (English)
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