MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (Q5082562)
From MaRDI portal
scientific article; zbMATH DE number 7545572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood |
scientific article; zbMATH DE number 7545572 |
Statements
MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (English)
0 references
21 June 2022
0 references
Hamiltonian Monte Carlo
0 references
Markov-switching
0 references
marginalized likelihood
0 references
0 references
0 references
0 references
0 references
