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Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling - MaRDI portal

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
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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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