An MCMC computational approach for a continuous time state-dependent regime switching diffusion process

DOI10.1080/02664763.2019.1677573OpenAlexW2980845701WikidataQ127017546 ScholiaQ127017546MaRDI QIDQ5037074

Hamid El Maroufy, El Houcine Hibbah, Ziad Taib, Christiane Fuchs

Publication date: 25 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://push-zb.helmholtz-muenchen.de/frontdoor.php?source_opus=57220

zbMATH Keywords

data imputationhidden states computationhybrid switching diffusion modelrandom time imputationstates computation

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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