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Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods - MaRDI portal

Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods (Q516464)

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scientific article; zbMATH DE number 6694668
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Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods
scientific article; zbMATH DE number 6694668

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    Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods (English)
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    14 March 2017
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    approximate Bayesian computation
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    branching process
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    INARMA model
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    Markov process
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    particle filter
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    particle Markov chain Monte Carlo
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    pseudo-marginal methods
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