Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Dicsussion Paper
No.	13-050/III

Access to Document

@techreport{8a657c08d12d470e80965982f3c453e6,

title = "Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models",

author = "I. Barra and L.F. Hoogerheide and S.J. Koopman and A. Lucas",

year = "2013",

language = "English",

series = "TI Dicsussion Paper",

publisher = "Tinbergen Institute",

number = "13-050/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models

AU - Barra, I.

AU - Hoogerheide, L.F.

AU - Koopman, S.J.

AU - Lucas, A.

PY - 2013

Y1 - 2013

M3 - Working paper

T3 - TI Dicsussion Paper

BT - Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models

PB - Tinbergen Institute

CY - Amsterdam

ER -