Markov chain Monte Carlo methods for switching diffusion models (Q2775626)
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scientific article; zbMATH DE number 1713873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain Monte Carlo methods for switching diffusion models |
scientific article; zbMATH DE number 1713873 |
Statements
Markov chain Monte Carlo methods for switching diffusion models (English)
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14 May 2002
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changepoint model
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reversible jump Markov chain Monte Carlo
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variable dimension
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time series model
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