Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 62, Issue 1, 2000, Pages 57-75

  Robert, Christian P ^a   Rydén, Tobias ^b   Titterington, D M ^c  

^a Centre de Recherche en Economie et Droit   (France)

^b LUND UNIVERSITY   (Sweden)

^c NONE

Author keywords

Bayesian inference; Hidden Markov model; Markov chain Monte Carlo methods; Model selection

Indexed keywords

EID: 0034366269     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00219     Document Type: Article

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