Markov chain Monte Carlo in conditionally Gaussian state space models

Kalman filter Markov chain Monte Carlo Bayesian analysis outlier state space model Gibbs sampler robust nonparametric regression finite mixtures of normals time series change point problem

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (39)

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