Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nima Nonejad
| Year of publication: |
2016
|
|---|---|
| Authors: | Nonejad, Nima |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 8.2016, 1, p. 55-90
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| Subject: | Bayes | Gibbs | Metropolis–Hastings | particle filter | unobserved components | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2013-0024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440481