Bayesian analysis of non-homogeneous hidden Markov models

DOI10.1080/10629360500108798MaRDI QIDQ5485070zbMATH OpenOpenAlexFDO

Authors L. Spezia

Publication date 28 August 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360500108798

zbMATH Keywords

identifiability constraintlogit modelmarginal likelihoodMetropolis-within-Gibbs algorithmozone datatime-varying transition probabilities

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to environmental and related topics (62P12) Numerical analysis or methods applied to Markov chains (65C40)

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