On marginal likelihood computation in change-point models (Q1927122): Difference between revisions

@@ Property / cites work @@
+Q2760416
@@ Property / cites work: Q2760416 / rank @@
+Normal rank
@@ Property / cites work @@
+Deviance information criteria for missing data models
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood from the Gibbs Output
@@ Property / cites work: Marginal Likelihood from the Gibbs Output / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating posterior distributions and modal estimates in Markov mixture models
+Normal rank
@@ Property / cites work @@
+Estimation and comparison of multiple change-point models
+Normal rank
@@ Property / cites work @@
+Likelihood Inference for Discretely Observed Nonlinear Diffusions
+Normal rank
@@ Property / cites work @@
+Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
+Normal rank
@@ Property / cites work @@
+Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
+Normal rank
@@ Property / cites work @@
+Q4298922
@@ Property / cites work: Q4298922 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Maximizing equity market sector predictability in a Bayesian time-varying parameter model
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Q4715947
@@ Property / cites work: Q4715947 / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
+Normal rank
@@ Property / cites work @@
+Leverage, heavy-tails and correlated jumps in stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Q4280410
@@ Property / cites work: Q4280410 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
+Normal rank
@@ Property / cites work @@
+Forecasting Time Series Subject to Multiple Structural Breaks
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
@@ Property / cites work: Bayesian Measures of Model Complexity and Fit / rank @@
+Normal rank