Standard
MCMC for state-space models. /
Fearnhead, Paul.
Handbook of Markov Chain Monte Carlo : methods and applications. ed. / Steve Brooks; Andrew Gelman; Galin Jones; Xiao-Li Meng . London: Chapman and Hall, 2011. p. 513-529 (Chapman & Hall/CRC Handbooks of Modern Statistical Methods).
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Harvard
Fearnhead, P 2011,
MCMC for state-space models. in S Brooks, A Gelman, G Jones & X-L Meng (eds),
Handbook of Markov Chain Monte Carlo : methods and applications. Chapman & Hall/CRC Handbooks of Modern Statistical Methods, Chapman and Hall, London, pp. 513-529.
APA
Fearnhead, P. (2011).
MCMC for state-space models. In S. Brooks, A. Gelman, G. Jones, & X.-L. Meng (Eds.),
Handbook of Markov Chain Monte Carlo : methods and applications (pp. 513-529). (Chapman & Hall/CRC Handbooks of Modern Statistical Methods). Chapman and Hall.
Vancouver
Fearnhead P.
MCMC for state-space models. In Brooks S, Gelman A, Jones G, Meng XL, editors, Handbook of Markov Chain Monte Carlo : methods and applications. London: Chapman and Hall. 2011. p. 513-529. (Chapman & Hall/CRC Handbooks of Modern Statistical Methods).
Author
Fearnhead, Paul. /
MCMC for state-space models. Handbook of Markov Chain Monte Carlo : methods and applications. editor / Steve Brooks ; Andrew Gelman ; Galin Jones ; Xiao-Li Meng . London : Chapman and Hall, 2011. pp. 513-529 (Chapman & Hall/CRC Handbooks of Modern Statistical Methods).
Bibtex
@inbook{7aed2e0b55644a2f99c4d576b659e82e,
title = "MCMC for state-space models",
keywords = "Changepoint Models, Forward-Backward Algorithm, Gibbs update, Hidden Markov Models, Non-centered Parameterisations, Single-site Update, Stochastic Volatility",
author = "Paul Fearnhead",
year = "2011",
month = may,
day = "17",
language = "English",
isbn = "978-1420079418",
series = "Chapman & Hall/CRC Handbooks of Modern Statistical Methods",
publisher = "Chapman and Hall",
pages = "513--529",
editor = "Steve Brooks and Andrew Gelman and Galin Jones and {Meng }, { Xiao-Li }",
booktitle = "Handbook of Markov Chain Monte Carlo",
}
RIS
TY - CHAP
T1 - MCMC for state-space models
AU - Fearnhead, Paul
PY - 2011/5/17
Y1 - 2011/5/17
KW - Changepoint Models
KW - Forward-Backward Algorithm
KW - Gibbs update
KW - Hidden Markov Models
KW - Non-centered Parameterisations
KW - Single-site Update
KW - Stochastic Volatility
M3 - Chapter
SN - 978-1420079418
T3 - Chapman & Hall/CRC Handbooks of Modern Statistical Methods
SP - 513
EP - 529
BT - Handbook of Markov Chain Monte Carlo
A2 - Brooks, Steve
A2 - Gelman, Andrew
A2 - Jones, Galin
A2 - Meng , Xiao-Li
PB - Chapman and Hall
CY - London
ER -
