Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
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Publication:4808074
DOI10.1198/016214501750333063zbMath1015.62022OpenAlexW2027445478MaRDI QIDQ4808074
Publication date: 6 August 2003
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214501750333063
Markov chain Monte Carlo methodsMarkov switching modelsfinite mixture modelsdynamic linear modelspermutation sampling
Applications of statistics to economics (62P20) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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