Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (Q1886287)
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scientific article; zbMATH DE number 2116208
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| English | Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation |
scientific article; zbMATH DE number 2116208 |
Statements
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (English)
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18 November 2004
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Hidden Markov models
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Information content of the yield curve
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Particle filters
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State number determination
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Switching regression models
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0.7865410447120667
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0.7611382603645325
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0.7599166035652161
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0.7481223940849304
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