Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling (Q2813919)
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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 |
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Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling (English)
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27 June 2016
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count data
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data augmentation
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finite mixture approximation
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Gibbs sampling
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partially Gaussian state space model
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