Efficient data augmentation techniques for some classes of state space models (Q6111471)
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scientific article; zbMATH DE number 7708430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient data augmentation techniques for some classes of state space models |
scientific article; zbMATH DE number 7708430 |
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Efficient data augmentation techniques for some classes of state space models (English)
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7 July 2023
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ancillarity-sufficiency interweaving strategy
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data augmentation
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EM algorithm
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Markov chain Monte Carlo
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reparametrization
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state space model
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stochastic volatility model
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