An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074)
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scientific article; zbMATH DE number 7481483
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| English | An MCMC computational approach for a continuous time state-dependent regime switching diffusion process |
scientific article; zbMATH DE number 7481483 |
Statements
An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (English)
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25 February 2022
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hybrid switching diffusion model
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data imputation
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hidden states computation
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random time imputation
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states computation
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0.89981675
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0.8827942
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0.8730807
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0.8690723
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0.8599945
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