Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565)
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scientific article; zbMATH DE number 5564638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables |
scientific article; zbMATH DE number 5564638 |
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Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (English)
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12 June 2009
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hidden Markov chain
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marginal likelihood
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metropolized-Kuo-Mallick
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permutation sampling
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regime switching
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0.90378135
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0.90208185
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0.8960375
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0.89224744
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0.89151794
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0.88981247
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