One-step approximations for detecting regime changes in the state space model with application to the influenza data

Computational Statistics and Data Analysis

Volumn 52, Issue 5, 2008, Pages 2277-2291

  Zhou, Tianni ^a   Shumway, Robert ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

EM algorithm; Gibbs sampling; Hidden Markov model; Influenza; Kalman filter; Kalman smoother; Markov chain Monte Carlo; State space model with switching

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ELECTROMAGNETISM; KALMAN FILTERS;

GIBBS SAMPLING; HIDDEN MARKOV MODEL; INFLUENZA; KALMAN SMOOTHER; MARKOV CHAIN MONTE CARLO;

STATE SPACE METHODS;

EID: 38149116165     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.08.019     Document Type: Article

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