|
|||||
|
|
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling |
|
| Authors: | FruHwirth-Schnatter, Sylvia Wagner, Helga |
| Affiliation: | Department of Applied Statistics and Econometrics, Johannes Kepler Universität Linz, A-4040 Linz, Austria sylvia.fruehwirth-schnatter{at}jku.at, helga.wagner{at}jku.at |
| Abstract: | |
| Keywords: | Count data Data augmentation Finite mixture approximation Gibbs sampling Partially Gaussian state space model. |
| 本文献已被 Oxford 等数据库收录！ | |