The Block-Correlated Pseudo Marginal Sampler for State Space Models

DOI10.1080/07350015.2024.2308109MaRDI QIDQ7023615zbMATH OpenFDO

Authors David Gunawan, Pratiti Chatterjee, Robert Kohn

Publication date 21 February 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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