Sylvia Frühwirth-Schnatter,
"Efficient Bayesian Parameter Estimation for State Space Models Based on Reparameterizations"
, in Harvey E., Koopman S.J. and Shephard N.: 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, 2004
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