Data-driven particle filters for Particle Markov Chain Monte Carlo
Patrick Leung, Catherine S. Forbes, Gael M. Martin and Brendan McCabe
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Leung, Patrick ; Forbes, Catherine Scipione ; Martin, Gael M. ; McCabe, Brendan Peter Martin |
| Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Bayesian Inference | Non-Gaussian Time Series | State Space Models | Unbiased Likelihood Estimation | Sequential Monte Carlo | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 16, 17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011781784