One-step approximations for detecting regime changes in the state space model with application to the influenza data (Q1023561)
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scientific article; zbMATH DE number 5564636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-step approximations for detecting regime changes in the state space model with application to the influenza data |
scientific article; zbMATH DE number 5564636 |
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One-step approximations for detecting regime changes in the state space model with application to the influenza data (English)
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12 June 2009
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hidden Markov model
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state space model with switching
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Kalman filter
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Kalman smoother
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Markov chain Monte Carlo
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Gibbs sampling
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EM algorithm
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influenza
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