Exact Bayesian prediction in a class of Markov-switching models (Q430855)

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Exact Bayesian prediction in a class of Markov-switching models
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    Exact Bayesian prediction in a class of Markov-switching models (English)
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    26 June 2012
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    Bayesian restoration
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    jump-Markov state-space systems
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    partially pairwise Markov switching models
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    NP-hard problems
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