On Gibbs sampling for state space models
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Publication:4320766
DOI10.1093/biomet/81.3.541zbMath0809.62087OpenAlexW2121448470MaRDI QIDQ4320766
No author found.
Publication date: 26 March 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/81.3.541
switching regressionMonte CarloKalman filterMarkov chainGibbs samplerexamplesspline smoothingmixture of normalslinear state space modeldiffusive parametertrend plus seasonal model
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