Markov chain Monte Carlo for dynamic generalised linear models
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Publication:3842836
DOI10.1093/biomet/85.1.215zbMath0904.62083OpenAlexW2063478550MaRDI QIDQ3842836
Publication date: 1998
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a592d043c3d3142711e66c6e3b99ef06ac191ace
Metropolis-Hastings algorithmsampling schemesreparameterisationadjusted time seriessystem disturbances
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
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