Bayesian inference for nonlinear structural time series models (Q469553)

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scientific article; zbMATH DE number 6367951
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Bayesian inference for nonlinear structural time series models
scientific article; zbMATH DE number 6367951

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    Bayesian inference for nonlinear structural time series models (English)
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    11 November 2014
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    auxiliary particle filter
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    DSGE model
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    multi-modal
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    state space model
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