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
Item Type:
Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
?? changepoint modelsforward-backward algorithmgibbs updatehidden markov modelsnon-centered parameterisationssingle-site updatestochastic volatilityqa mathematics ??
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ID Code:
8846
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Deposited On:
15 May 2008 13:10
Refereed?:
No
Published?:
Published
Last Modified:
25 Nov 2024 01:55