Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling (Q529772)
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scientific article; zbMATH DE number 6728376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling |
scientific article; zbMATH DE number 6728376 |
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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling (English)
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9 June 2017
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Gibbs sampling
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particle filtering
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model comparison
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0.85108256
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0.8427404
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0.8426428
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0.8372493
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