Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach (Q5962431)
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scientific article; zbMATH DE number 6541211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach |
scientific article; zbMATH DE number 6541211 |
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Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach (English)
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12 February 2016
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Bayesian inference
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data augmentation
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hidden Markov model
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switching diffusion
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