Pages that link to "Item:Q5960134"

The following pages link to Fully Bayesian analysis of switching Gaussian state space models (Q5960134):

Displaying 13 items.

• Mixture estimation with state-space components and Markov model of switching (Q136782) (← links)
• Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
• Level changes in volatility models (Q470520) (← links)
• Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data (Q615678) (← links)
• Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
• Estimating marginal likelihoods from the posterior draws through a geometric identity (Q2213361) (← links)
• Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity (Q2240023) (← links)
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
• Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (Q3439757) (← links)
• Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm (Q5415894) (← links)
• Bayesian analysis of switching ARCH models (Q5467629) (← links)
• Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem (Q5964758) (← links)