Markov chain Monte Carlo in conditionally Gaussian state space models
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Publication:3837366
DOI10.1093/biomet/83.3.589zbMath0866.62018OpenAlexW2095717911MaRDI QIDQ3837366
Publication date: 8 December 1996
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/14c9b1e9cf2eb7a3c28d773c02f919ecee903d67
Bayesian analysisMarkov chain Monte CarloKalman filterGibbs sampleroutlierstate space modelrobust nonparametric regressionfinite mixtures of normalstime series change point problem
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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