Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
type: Item
instance of: scholarly article
title: Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
zbMATH Open document ID: 1452.62671
author: R. Paroli
author: L. Spezia
published in: Computational Statistics and Data Analysis
publication date: 2009-06-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5564638
zbMATH Keywords: hidden Markov chain
zbMATH Keywords: marginal likelihood
zbMATH Keywords: metropolized-Kuo-Mallick
zbMATH Keywords: permutation sampling
zbMATH Keywords: regime switching
MaRDI profile type: Publication
full work available at URL: j.csda.2007.09.020
OpenAlex ID: W2064238346
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DOI: 10.1016/J.CSDA.2007.09.020
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description: scientific article; zbMATH DE number 5564638