Markov chain Monte Carlo in conditionally Gaussian state space models
type: Item
instance of: scholarly article
title: Markov chain Monte Carlo in conditionally Gaussian state space models
zbMATH Open document ID: 0866.62018
author: Chris Carter
author: Robert Kohn
published in: Biometrika
publication date: 1996-12-08T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 955042
zbMATH Keywords: Kalman filter
zbMATH Keywords: outlier
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: state space model
zbMATH Keywords: finite mixtures of normals
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: robust nonparametric regression
zbMATH Keywords: time series change point problem
MaRDI profile type: Publication
OpenAlex ID: W2095717911
DOI: 10.1093/BIOMET/83.3.589
description: scientific article