Efficient Bayesian estimation of multivariate state space models

DOI10.1016/j.csda.2009.04.019zbMath1453.62206OpenAlexW2060723225WikidataQ56994564 ScholiaQ56994564MaRDI QIDQ961901

Kerrie L. Mengersen, Ian W. Turner, Robert Denham, Chris M. Strickland

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.019

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

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Uses Software

• BayesDA

Cites Work

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