Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565): Difference between revisions
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English | Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables |
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Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (English)
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12 June 2009
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hidden Markov chain
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marginal likelihood
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metropolized-Kuo-Mallick
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permutation sampling
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regime switching
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