On Gibbs sampling for state space models /

On Gibbs sampling for state space models /

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Bibliografiske detaljer
Hovedforfatter: Carter, C. K.
Institution som forfatter: Australian Graduate School of Management
Andre forfattere: Kohn, R.
Format: Bog
Sprog:English
Udgivet: Kensington, N.S.W. : Australian Graduate School of Management, University of New South Wales, 1992.
Serier:Working paper series (Australian Graduate School of Management) ; 93-002.
Fag:
Gibbs' free energy.
Kalman filtering.
Markov processes.

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