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Q4524045 - MaRDI portal

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scientific article; zbMATH DE number 1551808
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scientific article; zbMATH DE number 1551808

    Statements

    author
    Ludwig Fahrmeir
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    Leonhard Knorr-Held
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    publication date
    6 March 2002
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    Mathematics Subject Classification ID
    62M10
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    65C40
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    62M20
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    zbMATH DE Number
    1551808
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    zbMATH Keywords
    survey
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    state-space models
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    roughness-penalty approach
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    non-Gaussian time series
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    Markov chain Monte Carlo
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