Title of article :
One-step approximations for detecting regime changes in the state space model with application to the influenza data
Author/Authors :
Tianni Zhou، نويسنده , , Robert Shumway، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Markov chain Monte Carlo , EM algorithm , Gibbssampling , Influenza , Hidden Markov model , State space model with switching , Kalman filter , Kalman smoother
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
