The simulation smoother for time series models
From MaRDI portal
Publication:4842928
DOI10.1093/biomet/82.2.339zbMath0823.62072OpenAlexW1994823593MaRDI QIDQ4842928
Publication date: 16 August 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/82.2.339
Bayesian analysisKalman filterGibbs samplingsimulation smoothernon-Gaussian time series modelsGaussian state space time seriesposterior density of states
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