Auxiliary Mixture Sampling for Parameter-driven Models of Time Series of Counts with Applications to State Space Modelling

Sylvia Frühwirth-Schnatter, Helga Wagner

Research output: Working paper and reports › Research report

Original language	English
Publication status	Published - 2005

Name	IFAS Research Paper Series
Volume	11

Fields of science

@techreport{fbee60651c654808b1273032ad4580d9,

title = "Auxiliary Mixture Sampling for Parameter-driven Models of Time Series of Counts with Applications to State Space Modelling",

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

year = "2005",

language = "English",

series = "IFAS Research Paper Series",

type = "WorkingPaper",

}

TY - UNPB

T1 - Auxiliary Mixture Sampling for Parameter-driven Models of Time Series of Counts with Applications to State Space Modelling

AU - Frühwirth-Schnatter, Sylvia

AU - Wagner, Helga

PY - 2005

Y1 - 2005

UR - http://www.ifas.jku.at

M3 - Research report

T3 - IFAS Research Paper Series

BT - Auxiliary Mixture Sampling for Parameter-driven Models of Time Series of Counts with Applications to State Space Modelling

ER -