Parameterisation and efficient MCMC estimation of non-Gaussian state space models

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	2911 - 2930
Number of pages	20
Journal	Computational Statistics and Data Analysis
Volume	52
Issue number	6
Publication status	Published - 2008

Cite this

@article{a6743b68d542456789ea5a27d33e4405,

title = "Parameterisation and efficient MCMC estimation of non-Gaussian state space models",

author = "Strickland, {Christopher Mark} and Martin, {Gael Margaret} and Forbes, {Catherine Scipione}",

year = "2008",

language = "English",

volume = "52",

pages = "2911 -- 2930",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

publisher = "Elsevier BV",

number = "6",

}

TY - JOUR

T1 - Parameterisation and efficient MCMC estimation of non-Gaussian state space models

AU - Strickland, Christopher Mark

AU - Martin, Gael Margaret

AU - Forbes, Catherine Scipione

PY - 2008

Y1 - 2008

M3 - Article

SN - 0167-9473

VL - 52

SP - 2911

EP - 2930

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

IS - 6

ER -