Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565): Difference between revisions

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Revision as of 15:27, 1 July 2024

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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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