The simulation smoother for time series models (Q4842928)
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scientific article; zbMATH DE number 786447
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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