Conditional Prior Proposals in Dynamic Models
type: Item
instance of: scholarly article
title: Conditional Prior Proposals in Dynamic Models
zbMATH Open document ID: 0924.65152
DOI: 10.1111/1467-9469.00141
author: Leonhard Knorr-Held
published in: Scandinavian Journal of Statistics
publication date: 1999-08-10T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1323335
zbMATH Keywords: Markov chain
zbMATH Keywords: Bayesian inferences
zbMATH Keywords: conditional prior proposal
zbMATH Keywords: autoregression
zbMATH Keywords: binary time series
zbMATH Keywords: \(t\)-distribution
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: Metropolis-Hastings algorithm
zbMATH Keywords: convergence
zbMATH Keywords: comparison
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1111/1467-9469.00141
OpenAlex ID: W2022295780
description: scientific article; zbMATH DE number 1323335