MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (Q5082562)
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scientific article; zbMATH DE number 7545572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood |
scientific article; zbMATH DE number 7545572 |
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MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (English)
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21 June 2022
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Hamiltonian Monte Carlo
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Markov-switching
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marginalized likelihood
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