Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes (Q3077671)
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scientific article; zbMATH DE number 5855789
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| English | Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes |
scientific article; zbMATH DE number 5855789 |
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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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0.8231112957000732
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0.7901170253753662
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0.7803239822387695
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0.7788609862327576
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