The Block-Correlated Pseudo Marginal Sampler for State Space Models.

Autor: Gunawan, David1 (AUTHOR) dgunawan@uow.edu.au, Chatterjee, Pratiti2 (AUTHOR), Kohn, Robert2 (AUTHOR)
Zdroj: Journal of Business & Economic Statistics. Oct2024, Vol. 42 Issue 4, p1276-1288. 13p.
Databáze: Business Source Ultimate