Fully Bayesian analysis of switching Gaussian state space models (Q5960134)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fully Bayesian analysis of switching Gaussian state space models |
scientific article; zbMATH DE number 1727264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully Bayesian analysis of switching Gaussian state space models |
scientific article; zbMATH DE number 1727264 |
Statements
Fully Bayesian analysis of switching Gaussian state space models (English)
0 references
11 April 2002
0 references
bridge sampling
0 references
Markov switching models
0 references
model selection
0 references
state space models
0 references
MCMC methods
0 references
exchange rate
0 references
