Density-tempered marginalized sequential Monte Carlo samplers
Jin-Chuan Duan; Andras Fulop
| Year of publication: |
2015
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Fulop, Andras |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 192-202
|
| Subject: | Bayesian methods | MCMC | Particle filter | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390012