One-step approximations for detecting regime changes in the state space model with application to the influenza data

Tianni Zhou، نويسنده , , Robert Shumway، نويسنده ,

روزنامه با شماره پیاپی سال 2008

15

2277

2291

Markov chain Monte Carlo , Gibbssampling , EM algorithm , Hidden Markov model , Kalman smoother , State space model with switching , Kalman filter , Influenza

Computational Statistics and Data Analysis

2008

Computational Statistics and Data Analysis

308385