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      Stochastic sampling algorithms for state estimation of jump Markov linear systems

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          On Gibbs sampling for state space models

          C. CARTER, R. KOHN (1994)
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            DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

            Sylvia Frühwirth-Schnatter (1994)
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              Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes

              J. Liu, W. H. WONG, A Kong (1994)
              Article 0 comments Cited 91 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: IEEE Transactions on Automatic Control
                Abbreviated Title: IEEE Trans. Automat. Contr.
                Publisher: Institute of Electrical and Electronics Engineers (IEEE)
                ISSN (Print): 00189286
                Publication date (Print): Feb. 2000
                Volume: 45
                Issue: 2
                Pages: 188-202
                Article
                DOI: 10.1109/9.839943
                SO-VID: f3e34a56-7227-4c65-a24f-133c33f4fceb
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