Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Part I State space models
- Part II Testing
- Part III Bayesian inference and bootstrap
- 7 Efficient Bayesian parameter estimation
- 8 Empirical Bayesian inference in a nonparametric regression model
- 9 Resampling in state space models
- Part IV Applications
- References
- Author index
- Subject index
7 - Efficient Bayesian parameter estimation
Published online by Cambridge University Press: 06 January 2010
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Part I State space models
- Part II Testing
- Part III Bayesian inference and bootstrap
- 7 Efficient Bayesian parameter estimation
- 8 Empirical Bayesian inference in a nonparametric regression model
- 9 Resampling in state space models
- Part IV Applications
- References
- Author index
- Subject index
Summary
- Type
- Chapter
- Information
- State Space and Unobserved Component ModelsTheory and Applications, pp. 123 - 151Publisher: Cambridge University PressPrint publication year: 2004
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