Why Bayes Rules : A Note on Bayesian vs. Classical Inference in Regime Switching Models
| Year of publication: |
2014
|
|---|---|
| Authors: | Gärtner, Dennis L. |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Induktive Statistik | Statistical inference | Modellierung | Scientific modelling | Theorie | Theory |
| Description of contents: |
By means of a very simple example, this note illustrates the appeal of using Bayesian rather than classical methods to produce inference on hidden states in models of Markovian regime switching
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freely available