On Gibbs sampling for state space models
type: Item
instance of: scholarly article
title: On Gibbs sampling for state space models
zbMATH Open document ID: 0809.62087
published in: Biometrika
publication date: 1995-03-26T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 718788
zbMATH Keywords: diffusive parameter
zbMATH Keywords: Markov chain
zbMATH Keywords: Monte Carlo
zbMATH Keywords: spline smoothing
zbMATH Keywords: switching regression
zbMATH Keywords: trend plus seasonal model
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: linear state space model
zbMATH Keywords: mixture of normals
zbMATH Keywords: Kalman filter
zbMATH Keywords: examples
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1093/biomet/81.3.541
OpenAlex ID: W2121448470
DOI: 10.1093/BIOMET/81.3.541
description: scientific article; zbMATH DE number 718788