The simulation smoother for time series models (Q4842928)
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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)
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16 August 1995
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Kalman filter
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posterior density of states
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Gaussian state space time series
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simulation smoother
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Gibbs sampling
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non-Gaussian time series models
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Bayesian analysis
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0.9443479180336
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0.8183726668357849
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0.8122503161430359
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0.7964451909065247
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0.786169707775116
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