On Markov chain Monte Carlo Methods for nonlinear and non-Gaussian state-space models

Communications in Statistics Part B: Simulation and Computation

Volumn 28, Issue 4, 1999, Pages 867-894

  Geweke, John ^a   Tanizaki, Hisashi ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b KOBE UNIVERSITY   (Japan)

Author keywords

Filtering; Gibbs Sampling; Markov Chain Monte Carlo; Metropolis Hastings Algorithm; Nonlinear and Non Gaussian State Space Models; Smoothing

Indexed keywords

EID: 0000089072     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919908813583     Document Type: Article

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