Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling (Q2813919)

From MaRDI portal
Revision as of 21:13, 26 May 2025 by UpdateBot (talk | contribs) (‎Changed label, description and/or aliases in en, and other parts)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article; zbMATH DE number 6598502
Language Label Description Also known as
English
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
scientific article; zbMATH DE number 6598502

    Statements

    Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling (English)
    0 references
    0 references
    0 references
    27 June 2016
    0 references
    count data
    0 references
    data augmentation
    0 references
    finite mixture approximation
    0 references
    Gibbs sampling
    0 references
    partially Gaussian state space model
    0 references

    Identifiers