Efficient bayesian inference for multiple change point and mixture innovation models
Giordani, Paolo and Kohn, Robert
Efficient bayesian inference for multiple change point and mixture innovation models 2008 - 2008 - 66-77 V. 26 Issue. 1
Business & Economic Statistics
adaptive metropolis hastings;Discrete latent variables;Parameter instability;State Space;Structure breaks;
Efficient bayesian inference for multiple change point and mixture innovation models 2008 - 2008 - 66-77 V. 26 Issue. 1
Business & Economic Statistics
adaptive metropolis hastings;Discrete latent variables;Parameter instability;State Space;Structure breaks;