Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models (Q4258766)
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scientific article; zbMATH DE number 1336689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models |
scientific article; zbMATH DE number 1336689 |
Statements
Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models (English)
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14 September 1999
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blocking
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convergence rates
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Gibbs sampling
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parameterization
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Markov chain Monte Carlo
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simulation smoother
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stochastic volatility
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0.8864488
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0.8732495
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0.8727772
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0.86999804
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0.8695373
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0.8660215
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