Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
type: Item
instance of: scholarly article
title: Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
zbMATH Open document ID: 1436.62421
author: Sylvia Frühwirth-Schnatter
author: Helga Wagner
published in: Biometrika
publication date: 2016-06-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 6598502
zbMATH Keywords: count data
zbMATH Keywords: data augmentation
zbMATH Keywords: finite mixture approximation
zbMATH Keywords: Gibbs sampling
zbMATH Keywords: partially Gaussian state space model
MaRDI profile type: Publication
OpenAlex ID: W1971932180
DOI: 10.1093/BIOMET/93.4.827
description: scientific article; zbMATH DE number 6598502