A simple and efficient simulation smoother for state space time series analysis (Q4455356)
From MaRDI portal
scientific article; zbMATH DE number 2058738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple and efficient simulation smoother for state space time series analysis |
scientific article; zbMATH DE number 2058738 |
Statements
A simple and efficient simulation smoother for state space time series analysis (English)
0 references
16 March 2004
0 references
diffuse initialisation
0 references
disturbance smoothing
0 references
Gibbs sampling
0 references
importance sampling
0 references
Kalman filter
0 references
Markov chain Monte Carlo
0 references
