The Gibbs sampler with particle efficient importance sampling for state-space models
Oliver Grothe, Tore Selland Kleppe, and Roman Liesenfeld
| Year of publication: |
2019
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|---|---|
| Authors: | Grothe, Oliver ; Kleppe, Tore Selland ; Liesenfeld, Roman |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 10, p. 1152-1175
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| Subject: | Ancestor sampling | dynamic latent variable models | efficient importance sampling | Markov chain Monte Carlo | sequential importance sampling | Stichprobenerhebung | Sampling | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1536098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181399