Estimating likelihoods for spatio-temporal models using importance sampling

Statistics and Computing

Volumn 13, Issue 2, 2003, Pages 111-119

  Marion, Glenn ^a   Gibson, Gavin ^b   Renshaw, Eric ^c  

^a Biomath and Statistics Scotland   (United Kingdom)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Importance sampling; Incomplete observations; Likelihood estimation; Markov chain Monte Carlo; Spatio temporal stochastic process; Stochastic integration

Indexed keywords

EID: 0347724154     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023200324137     Document Type: Article

References (13)

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