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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| PDF (StateSpaceModels.pdf) Download (191Kb) | Preview |
| 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: | 26 Jul 2012 22:55 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/8846 |
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