Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes (Q3077671)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes |
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Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes (English)
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22 February 2011
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reversible jump Markov chain Monte Carlo
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Bayesian analysis
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