Accounting for regime and parameter uncertainty in regime-switching models
type: Item
instance of: scholarly article
title: Accounting for regime and parameter uncertainty in regime-switching models
zbMATH Open document ID: 1228.91075
author: Brian M. Hartman
author: Matthew J. Heaton
published in: Insurance Mathematics \& Economics
publication date: 2011-12-21T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5991254
zbMATH Keywords: asset price simulation
zbMATH Keywords: Bayesian modeling
zbMATH Keywords: Dirichlet process
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2011.07.003
OpenAlex ID: W2034417640
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DOI: 10.1016/J.INSMATHECO.2011.07.003
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description: scientific article; zbMATH DE number 5991254