MCMC, likelihood estimation and identifiability problems in DLM models
Year of publication: |
2010-06
|
---|---|
Authors: | Santos, António Alberto |
Institutions: | Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia |
Subject: | Bayesian Statistics | DLM Models | Markov chain Monte Carlo | Maximum Likelihood | Model Identification |
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