Exact Inference for Continuous Time Markov Chain Models

DOI10.2307/2297610MaRDI QIDQ3727194zbMATH OpenOpenAlexFDO

Authors Robert C. Marshall, Gary A. Zarkin, John Geweke

Publication date 1986

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297610

zbMATH Keywords

embeddabilityaliasingMonte Carlo integrationexact Bayesian inferencecontinuous time homogeneous Markov chainuniform diffuse prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Applications of statistics to economics (62P20) Numerical integration (65D30)

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