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Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling - MaRDI portal

Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling (Q2628551)

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Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling
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    Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling (English)
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    2 June 2017
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    nonhomogenous hidden Markov model
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    multivariate time series
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    Pólya-Gamma latent variables
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    probit and logit link
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