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MCMC for state-space models

Fearnhead, Paul (2011) MCMC for state-space models. In: Handbook of Markov Chain Monte Carlo. Chapman & Hall/CRC Handbooks of Modern Statistical Methods . Chapman and Hall, London, pp. 513-529. ISBN 978-1420079418

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    Item Type: Contribution in Book/Report/Proceedings
    Uncontrolled Keywords: Changepoint Models ; Forward-Backward Algorithm ; Gibbs update ; Hidden Markov Models ; Non-centered Parameterisations ; Single-site Update ; Stochastic Volatility
    Subjects: Q Science > QA Mathematics
    Departments: Faculty of Science and Technology > Mathematics and Statistics
    ID Code: 8846
    Deposited By: Prof Paul Fearnhead
    Deposited On: 15 May 2008 14:10
    Refereed?: No
    Published?: Published
    Last Modified: 09 Oct 2013 15:39
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/8846

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