Gibbs sampling approach to regime switching analysis of financial time series (Q5964593)
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scientific article; zbMATH DE number 6547403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gibbs sampling approach to regime switching analysis of financial time series |
scientific article; zbMATH DE number 6547403 |
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Gibbs sampling approach to regime switching analysis of financial time series (English)
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29 February 2016
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state-space system
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Bayesian analysis
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Markov switching
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maximum likelihood
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regime switching
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Gibbs sampling
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