Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
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Publication:2008134
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Cited in
(8)- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
- Bayesian Variable Selection in Markov Mixture Models
- An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models
- Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
- Selecting dynamic graphical models with hidden variables from data
- Forecasting with non-homogeneous hidden Markov models
- Functional concurrent hidden Markov model
- Forecasting with non-homogeneous hidden Markov models
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