Fully Bayesian Analysis of Switching Gaussian State Space Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Frühwirth-Schnatter, Sylvia |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 31-49
|
| Publisher: |
Springer |
| Subject: | Bayesian analysis | bridge sampling | Markov switching models | MCMC methods | model selection | state space models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184628