Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (Q1886287): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation |
scientific article |
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Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (English)
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18 November 2004
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Hidden Markov models
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Information content of the yield curve
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Particle filters
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State number determination
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Switching regression models
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