The marginal likelihood of dynamic mixture models
type: Item
instance of: scholarly article
title: The marginal likelihood of dynamic mixture models
zbMATH Open document ID: 1255.62062
author: Gabriele Fiorentini
author: C. Planas
author: A. Rossi
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6119705
zbMATH Keywords: Bayesian model selection
zbMATH Keywords: bridge sampling
zbMATH Keywords: Chib method
zbMATH Keywords: Laplace method
zbMATH Keywords: Markov switching models
zbMATH Keywords: reciprocal importance sampling
zbMATH Keywords: state space models
describes a project that uses: tsbridge
MaRDI profile type: Publication
full work available at URL: j.csda.2012.03.007
OpenAlex ID: W2022236795
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DOI: 10.1016/J.CSDA.2012.03.007
description: scientific article; zbMATH DE number 6119705