Markov chain monte carlo methods for switching diffusion models

Biometrika

Volumn 88, Issue 2, 2001, Pages 299-315

  Liechty, John C ^a   Roberts, Gareth O ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Changepoint model; Reversible jump markov chain monte carlo; Variable dimension time series model

Indexed keywords

EID: 0242546942     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/88.2.299     Document Type: Article

References (10)

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