Markov chain Monte Carlo methods for switching diffusion models (Q2775626)

From MaRDI portal





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)
    0 references
    0 references
    0 references
    0 references
    14 May 2002
    0 references
    changepoint model
    0 references
    reversible jump Markov chain Monte Carlo
    0 references
    variable dimension
    0 references
    time series model
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references