"Parameterisation and efficient MCMC estimation of non-Gaussian state space ..."

Chris M. Strickland, Gael M. Martin, Catherine S. Forbes (2008)

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DOI: 10.1016/J.CSDA.2007.10.010

access: closed

type: Journal Article

metadata version: 2020-02-18

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Chris M. Strickland, Gael M. Martin, Catherine S. Forbes:
Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Comput. Stat. Data Anal. 52(6): 2911-2930 (2008)

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