Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*

DOI10.1111/j.1368-423X.2004.00125.xzbMath1053.62087OpenAlexW3125810650MaRDI QIDQ3156190

Sylvia Frühwirth-Schnatter

Publication date: 6 January 2005

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00125.x

zbMATH Keywords

mixture modelsMarkov switching modelsBayesian model choicebridge sampling technique

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• tsbridge

Cites Work

• Unnamed Item
• Unnamed Item
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