On marginal likelihood computation in change-point models (Q1927122)

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On marginal likelihood computation in change-point models
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    Statements

    title
    On marginal likelihood computation in change-point models (English)
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    author
    Luc Bauwens
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    Jeroen V. K. Rombouts
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    publication date
    30 December 2012
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    zbMATH Keywords
    BIC
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    Chib's method
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F15
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    65C60
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    zbMATH DE Number
    6119761
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