Auxiliary mixture sampling for parameter-driven models of time series of small counts with applications to state space modelling.

Sylvia Frühwirth-Schnatter, Helga Wagner

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)827-841
Number of pages15
JournalBiometrika
Volume93
Publication statusPublished - 2006

Fields of science

  • 101029 Mathematical statistics
  • 101026 Time series analysis

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