Estimation in non-linear non-Gaussian state space models with precision-based methods
Year of publication: |
2012
|
---|---|
Authors: | Chan, Joshua C. C. ; Strachan, Rodney W. |
Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ. |
Subject: | Metropolis-Hastings (ARHM) algorithm | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Algorithmus | Algorithm | Zustandsraummodell | State space model | Theorie | Theory |
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