Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
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Publication:2813919
DOI10.1093/biomet/93.4.827zbMath1436.62421MaRDI QIDQ2813919
Helga Wagner, Sylvia Frühwirth-Schnatter
Publication date: 27 June 2016
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/04100629d4380ce05a646830466b09ddf381b11d
count data; Gibbs sampling; data augmentation; finite mixture approximation; partially Gaussian state space model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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