Efficient Bayesian Parameter Estimation for State Space models based on Reparameterizations

Sylvia Frühwirth-Schnatter

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin
Editors	Andrew Harvey, Siem Jan Koopman and Neil Shephard
Publisher	Cambridge University Press
Pages	123-151
Number of pages	29
Publication status	Published - 2003

Fields of science

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title = "Efficient Bayesian Parameter Estimation for State Space models based on Reparameterizations",

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

year = "2003",

language = "English",

pages = "123--151",

editor = "\{Andrew Harvey, Siem Jan Koopman and Neil Shephard\}",

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. ed. / Andrew Harvey, Siem Jan Koopman and Neil Shephard. Cambridge University Press, 2003. p. 123-151.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

TY - CHAP

T1 - Efficient Bayesian Parameter Estimation for State Space models based on Reparameterizations

AU - Frühwirth-Schnatter, Sylvia

PY - 2003

Y1 - 2003

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

M3 - Chapter

SP - 123

EP - 151

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

A2 - Andrew Harvey, Siem Jan Koopman and Neil Shephard, null

PB - Cambridge University Press

ER -