참고문헌
- Journal of American Statistical Association v.87 no.418 A Monte Carlo Approach to Nonnormal and nonlinear State Space Modeling Carlin, B.P.;Polson, N.G.;Stoffer, D.S. https://doi.org/10.2307/2290282
- Biometrika v.81 no.3 On Gibbs sampling for state space models Carter, C.K.;Kohn, R. https://doi.org/10.1093/biomet/81.3.541
- Biometrika v.83 no.3 Markov Chain Monte Carlo in Conditionally Gaussian State space models Carter, C.K.;Kohn, R. https://doi.org/10.1093/biomet/83.3.589
- Physics Letters B v.195 Hybrid Monte Carlo Duane, S.;Kennedy, A.D.;Pendleton, B.;Roweth, D. https://doi.org/10.1016/0370-2693(87)91197-X
- Unpublished manuscript Bayesian Estimation of State-Space Models Using the Metropolis-Hastings Algorithm within Gibbs Sampling Geweke, J.;Tanizaki, H.
- Journal of the American Statistical Association v.82 Non-Gaussian State-Space Modeling of Nonstationary Time Series Kitagawa, G. https://doi.org/10.2307/2289375
- Biometrika v.84 Likelihood analysis of non-Gaussian measurement timeseries Shephard, N.;Pitt, M. https://doi.org/10.1093/biomet/84.3.653
- Nonlinear Filters: Estimation and Applications (Second, rivesed and enlarged edition) Tanizaki, H.
- IEEE transactions on automatic control v.44 no.2 On the Nonlinear and nonnormal filter using rejection sampling Tanizaki, H. https://doi.org/10.1109/9.746257
- Journal of Econometrics v.83 no.1-2 Nonlinear and Non-Gaussian State-Space Modeling with Monte Carlo Simulations Tanizaki, H.;Mariano, R.S. https://doi.org/10.1016/S0304-4076(97)80226-6