Parameterisation and efficient MCMC estimation of non-Gaussian state space models

Chris M. Strickland, Gael Martin and Catherine S. Forbes

Year of publication:	2006
Authors:	Strickland, Chris ; Martin, Gael M. ; Forbes, Catherine Scipione
Publisher:	[Clayton, Vic.]
Subject:	Monte-Carlo-Simulation \| Monte Carlo simulation \| Markov-Kette \| Markov chain \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Zustandsraummodell \| State space model \| Theorie \| Theory

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