Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
Year of publication: |
2014-05-01
|
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Authors: | Nonejad, Nima |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Bayes | Metropolis-Hastings | Particle filter | Unobserved components |
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