Pages that link to "Item:Q1126462"

The following pages link to Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462):

Displaying 50 items.

• Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• Identification of business cycles and the Great Moderation in the post-war U.S. economy (Q2180739) (← links)
• Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach (Q2246584) (← links)
• Bayesian approach for mixture models with grouped data (Q2259772) (← links)
• Indeterminacy, change points and the price puzzle in an estimated DSGE model (Q2271658) (← links)
• Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
• Climate inference on daily rainfall across the Australian continent, 1876--2015 (Q2318650) (← links)
• Water flow probabilistic predictions based on a rainfall-runoff simulator: a two-regime model with variable selection (Q2363984) (← links)
• Mixture models, latent variables and partitioned importance sampling (Q2485463) (← links)
• Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
• Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates (Q2513934) (← links)
• Modeling covariance breakdowns in multivariate GARCH (Q2630346) (← links)
• Regime-switching cointegration (Q2687854) (← links)
• Structural changes in inflation dynamics: multiple breaks at different dates for different parameters (Q2691664) (← links)
• Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
• A regime switching skew-normal model of contagion (Q2697018) (← links)
• Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
• Variational Bayesian analysis for hidden Markov models (Q2810373) (← links)
• Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models (Q2810418) (← links)
• Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
• Bayesian consistency for stationary models (Q2886964) (← links)
• Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
• Markov and Semi-Markov Switching Linear Mixed Models Used to Identify Forest Tree Growth Components (Q3064263) (← links)
• A monetary real-time conditional forecast of euro area inflation (Q3065522) (← links)
• Malware Family Discovery Using Reversible Jump MCMC Sampling of Regimes (Q3121172) (← links)
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
• Asymmetric Volatility Models with Structural Breaks (Q3168366) (← links)
• Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models (Q3391423) (← links)
• AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY (Q3429839) (← links)
• Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution (Q3429999) (← links)
• A Bayesian Approach to DNA Sequence Segmentation (Q3445274) (← links)
• Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises (Q3526064) (← links)
• A Bayesian Change-Point Analysis for Software Reliability Models (Q3543730) (← links)
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
• Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
• On Gibbs sampling for state space models (Q4320766) (← links)
• Nonstationarities and Markov Switching Models (Q4561861) (← links)
• Bayesian Analysis of Discrete Survival Data with a Hidden Markov Chain (Q4670451) (← links)
• Multiple imputation of longitudinal categorical data through bayesian mixture latent Markov models (Q5037018) (← links)
• An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074) (← links)
• Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies (Q5049435) (← links)
• Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192) (← links)
• MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (Q5082562) (← links)
• Integer autoregressive models with structural breaks (Q5129143) (← links)
• (Q5134564) (← links)
• Posterior Simulation in Countable Mixture Models for Large Datasets (Q5255308) (← links)
• A generalized mixture model applied to diabetes incidence data (Q5280198) (← links)
• Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm (Q5415894) (← links)