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

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages35
Publication statusPublished - 2013

Publication series

NameTI Dicsussion Paper
No.13-050/III

Cite this

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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",
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publisher = "Tinbergen Institute",
number = "13-050/III",
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Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models. / Barra, I.; Hoogerheide, L.F.; Koopman, S.J.; Lucas, A.

Amsterdam : Tinbergen Institute, 2013. (TI Dicsussion Paper; No. 13-050/III).

Research output: Working paperProfessional

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 -