Fearnhead, Paul (2011) MCMC for state-space models. In: Handbook of Markov Chain Monte Carlo : methods and applications. Chapman & Hall/CRC Handbooks of Modern Statistical Methods . Chapman and Hall, London, pp. 513-529. ISBN 978-1420079418
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?? changepoint modelsforward-backward algorithmgibbs updatehidden markov modelsnon-centered parameterisationssingle-site updatestochastic volatilityqa mathematics ??
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8846
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Deposited On:
15 May 2008 13:10
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Published
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24 Dec 2024 01:10