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A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler - MaRDI portal

A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler (Q5220000)

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scientific article; zbMATH DE number 7178428
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A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
scientific article; zbMATH DE number 7178428

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    A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler (English)
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    9 March 2020
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    structural-change model
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    multiple changes
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    stochastic approximation Monte Carlo
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    local trap
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