Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach
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Publication:5962431
DOI10.1214/09-BA402zbMath1330.65021OpenAlexW2073168821MaRDI QIDQ5962431
Publication date: 12 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1340370390
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