Bayesian estimation of state-space models using the Metropolis–Hastings algorithm within Gibbs sampling

John Geweke، نويسنده , , Hisashi Tanizaki، نويسنده ,

روزنامه با شماره پیاپی سال 2001

20

151

170

State-space Model , Markov chain Monte Carlo , Gibbs sampler , Bayesian estimation , Metropolis–Hastings algorithm , Nonlinear and=or non-Gaussian smoothing , Proposal density

Computational Statistics and Data Analysis

2001

Computational Statistics and Data Analysis

307506