Bayesian analysis of non-homogeneous hidden Markov models (Q5485070)

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scientific article; zbMATH DE number 5050373
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    Bayesian analysis of non-homogeneous hidden Markov models
    scientific article; zbMATH DE number 5050373

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      Bayesian analysis of non-homogeneous hidden Markov models (English)
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      28 August 2006
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      time-varying transition probabilities
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      logit model
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      marginal likelihood
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      identifiability constraint
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      Metropolis-within-Gibbs algorithm
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      ozone data
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