The marginal likelihood of dynamic mixture models
Year of publication: |
2012
|
---|---|
Authors: | Fiorentini, G. ; Planas, C. ; Rossi, A. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 9, p. 2650-2662
|
Publisher: |
Elsevier |
Subject: | Bayesian model selection | Bridge sampling | Chib method | Laplace method | Markov switching models | Reciprocal importance sampling | State space models |
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