Bayesian Inference for Time Series State Space Models
Paolo Giordani, Michael Pitt, Robert Kohn
| Year of publication: |
2012
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|---|---|
| Authors: | Giordani, Paolo ; Pitt, Michael ; Kohn, Robert |
| Published in: |
The Oxford handbook of Bayesian econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-968133-4. - 2012
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| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1093/oxfordhb/9780199559084.013.0004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013476732