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Bayesian analysis of non-homogeneous hidden Markov models - MaRDI portal

Bayesian analysis of non-homogeneous hidden Markov models (Q5485070)

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scientific article; zbMATH DE number 5050373
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Bayesian analysis of non-homogeneous hidden Markov models
scientific article; zbMATH DE number 5050373

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    Bayesian analysis of non-homogeneous hidden Markov models (English)
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    28 August 2006
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    time-varying transition probabilities
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    logit model
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    marginal likelihood
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    identifiability constraint
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    Metropolis-within-Gibbs algorithm
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    ozone data
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