Sylvia Frühwirth-Schnatter,
"Efficient Bayesian Parameter Estimation for State Space models based on Reparameterizations"
, in Andrew Harvey, Siem Jan Koopman and Neil Shephard: State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin, Cambridge University Press, Seite(n) 123-151, 2003
Original Titel:
Efficient Bayesian Parameter Estimation for State Space models based on Reparameterizations
Sprache des Titels:
Englisch
Original Buchtitel:
State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin