Fully Bayesian analysis of switching Gaussian state space models (Q5960134)
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scientific article; zbMATH DE number 1727264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully Bayesian analysis of switching Gaussian state space models |
scientific article; zbMATH DE number 1727264 |
Statements
Fully Bayesian analysis of switching Gaussian state space models (English)
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11 April 2002
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bridge sampling
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Markov switching models
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model selection
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state space models
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MCMC methods
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exchange rate
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