Exact Bayesian prediction in a class of Markov-switching models
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Publication:430855
DOI10.1007/s11009-010-9189-4zbMath1241.62128OpenAlexW2076020996MaRDI QIDQ430855
Noémie Bardel, François Desbouvries
Publication date: 26 June 2012
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-010-9189-4
NP-hard problemsBayesian restorationjump-Markov state-space systemspartially pairwise Markov switching models
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