Exact Bayesian prediction in a class of Markov-switching models

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

zbMATH Keywords

NP-hard problemsBayesian restorationjump-Markov state-space systemspartially pairwise Markov switching models

Mathematics Subject Classification ID

Cites Work

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