Efficient Bayesian Parameter Estimation for State Space Models Based on Reparameterizations

Publikation: Beitrag in Buch/Bericht/Konferenzband › Kapitel

Originalsprache	Englisch
Titel	State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin
Herausgeber*innen	Harvey E., Koopman S.J. and Shephard N.
Verlag	Cambridge University Press
Seiten	123-151
Seitenumfang	29
Publikationsstatus	Veröffentlicht - 2004

Wissenschaftszweige

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title = "Efficient Bayesian Parameter Estimation for State Space Models Based on Reparameterizations",

author = "Sylvia Fr{\"u}hwirth-Schnatter",

year = "2004",

language = "English",

pages = "123--151",

editor = "\{Harvey E., Koopman S.J. and Shephard N.\}",

booktitle = "State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin",

publisher = "Cambridge University Press",

}

Efficient Bayesian Parameter Estimation for State Space Models Based on Reparameterizations. / Frühwirth-Schnatter, Sylvia.
State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin. Hrsg. / Harvey E., Koopman S.J. and Shephard N. Cambridge University Press, 2004. S. 123-151.

Publikation: Beitrag in Buch/Bericht/Konferenzband › Kapitel

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AU - Frühwirth-Schnatter, Sylvia

PY - 2004

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BT - State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin

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PB - Cambridge University Press

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