Pages that link to "Item:Q1126462"

The following pages link to Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462):

Displaying 50 items.

• Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
• Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics (Q261000) (← links)
• A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
• Smoothly mixing regressions (Q277172) (← links)
• Time reversibility of stationary regular finite-state Markov chains (Q278256) (← links)
• Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
• A new approach to model regime switching (Q341901) (← links)
• Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
• Robust identification of highly persistent interest rate regimes (Q518607) (← links)
• Confronting model misspecification in macroeconomics (Q528093) (← links)
• Non-parametric Bayesian inference for continuous density hidden Markov mixture model (Q670194) (← links)
• Efficient Bayesian analysis of multiple changepoint models with dependence across segments (Q692967) (← links)
• A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications (Q746319) (← links)
• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
• Efficient Bayesian estimation of the multivariate double chain Markov model (Q892425) (← links)
• Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
• Methods for measuring expectations and uncertainty in Markov-switching models (Q894639) (← links)
• Classification in segmented regression problems (Q901624) (← links)
• A sparse matrix approach to Bayesian computation in large linear models (Q956783) (← links)
• Bayesian posterior mean estimates for Poisson hidden Markov models (Q961217) (← links)
• Parameter estimation in a model for misclassified Markov data -- a Bayesian approach (Q961864) (← links)
• A Dirichlet process mixture of hidden Markov models for protein structure prediction (Q993267) (← links)
• Reversible jump and the label switching problem in hidden Markov models (Q1015879) (← links)
• Exploring the state sequence space for hidden Markov and semi-Markov chains (Q1019869) (← links)
• Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes (Q1019953) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• NHPP models with Markov switching for software reliability (Q1023746) (← links)
• Estimation and comparison of multiple change-point models (Q1305640) (← links)
• On simulated EM algorithms (Q1573364) (← links)
• Dealing with multiple local modalities in latent class profile analysis (Q1615156) (← links)
• Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
• Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
• Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data (Q1727865) (← links)
• Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
• The future of branch cash holdings management is here: new Markov chains (Q1751890) (← links)
• Bayesian analysis of dynamic linear topic models (Q1757661) (← links)
• Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
• The marginal likelihood of dynamic mixture models (Q1927041) (← links)
• Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
• On marginal likelihood computation in change-point models (Q1927122) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• Exact inference for a class of hidden Markov models on general state spaces (Q2044399) (← links)
• Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• Identification of business cycles and the Great Moderation in the post-war U.S. economy (Q2180739) (← links)