The simulation smoother for time series models (Q4842928)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The simulation smoother for time series models |
scientific article; zbMATH DE number 786447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The simulation smoother for time series models |
scientific article; zbMATH DE number 786447 |
Statements
The simulation smoother for time series models (English)
0 references
16 August 1995
0 references
Kalman filter
0 references
posterior density of states
0 references
Gaussian state space time series
0 references
simulation smoother
0 references
Gibbs sampling
0 references
non-Gaussian time series models
0 references
Bayesian analysis
0 references
0.9443479180336
0 references
0.8183726668357849
0 references
0.8122503161430359
0 references
0.7964451909065247
0 references
0.786169707775116
0 references
