A BAYESIAN ANALYSIS OF ENDOGENOUS SWITCHING MODELS FOR COUNT DATA

DOI10.14490/JJSS.32.141MaRDI QIDQ4787563zbMATH OpenOpenAlexFDO

Authors Hideo Kozumi

Publication date 7 January 2003

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.32.141

zbMATH Keywords

Markov chain Monte Carlounobserved heterogeneityPoisson modelbivariate \(t\) distributionendogenous switching

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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