Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework (Q6645232)
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scientific article; zbMATH DE number 7950943
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| English | Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework |
scientific article; zbMATH DE number 7950943 |
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Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework (English)
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28 November 2024
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label switching problem
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identification condition
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unknown error distribution
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mixture of normals
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semi-parametric Bayesian inference
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Markov chain Monte Carlo
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