Bayesian Analysis in Non-Linear Non-Gaussian State-Space Models Using Particle Gibbs

2015 ◽  
Author(s):  
Oliver Grothe ◽  
Tore Selland Kleppe ◽  
Roman Liesenfeld
Keyword(s):  
Bayesian Analysis ◽  
State Space ◽  
State Space Models ◽  
Gaussian State ◽  
Non Linear ◽  
Non Gaussian

scholarly journals Joint Bayesian Analysis of Parameters and States in Nonlinear non-Gaussian State Space Models

2016 ◽  
Vol 32 (5) ◽  
pp. 1003-1026 ◽  
Author(s):  
István Barra ◽  
Lennart Hoogerheide ◽  
Siem Jan Koopman ◽  
André Lucas
Keyword(s):  
Bayesian Analysis ◽  
State Space ◽  
State Space Models ◽  
Gaussian State ◽  
Non Gaussian

scholarly journals Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models

2014 ◽  
Author(s):  
Istvan Barra ◽  
Lennart F. Hoogerheide ◽  
Siem Jan Koopman ◽  
Andre Lucas
Keyword(s):  
Bayesian Analysis ◽  
State Space ◽  
State Space Models ◽  
Gaussian State ◽  
Non Gaussian

scholarly journals DETECTION LIMITS FOR LINEAR NON-GAUSSIAN STATE-SPACE MODELS

2006 ◽  
Vol 39 (13) ◽  
pp. 282-287 ◽  
Author(s):  
Gustaf Hendeby ◽  
Fredrik Gustafsson
Keyword(s):  
State Space ◽  
Detection Limits ◽  
State Space Models ◽  
Gaussian State ◽  
Non Gaussian

scholarly journals Predicting crypto-currencies using sparse non-Gaussian state space models

2018 ◽  
Vol 37 (6) ◽  
pp. 627-640 ◽  
Author(s):  
Christian Hotz-Behofsits ◽  
Florian Huber ◽  
Thomas Otto Zörner
Keyword(s):  
State Space ◽  
State Space Models ◽  
Gaussian State ◽  
Non Gaussian
Sign in / Sign up

Export Citation Format

Share Document