A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
type: Item
instance of: scholarly article
title: A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
zbMATH Open document ID: 1042.62518
DOI: 10.1016/S0167-9473(97)00054-6
author: Chung-ki Min
published in: Computational Statistics and Data Analysis
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1190288
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1190288