Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Year of publication: |
2016
|
---|---|
Authors: | Nonejad, Nima |
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 |
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