An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074)

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scientific article; zbMATH DE number 7481483
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An MCMC computational approach for a continuous time state-dependent regime switching diffusion process
scientific article; zbMATH DE number 7481483

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    An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (English)
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    25 February 2022
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    hybrid switching diffusion model
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    data imputation
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    hidden states computation
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    random time imputation
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    states computation
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