Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (Q1886287)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation |
scientific article; zbMATH DE number 2116208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation |
scientific article; zbMATH DE number 2116208 |
Statements
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (English)
0 references
18 November 2004
0 references
Hidden Markov models
0 references
Information content of the yield curve
0 references
Particle filters
0 references
State number determination
0 references
Switching regression models
0 references
0 references
0 references
