Markov chain monte carlo estimation of classical and dynamic switching and mixture models

Journal of the American Statistical Association

Volumn 96, Issue 453, 2001, Pages 194-209

  Frühwirth Schnatter, Sylvia ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Bayesian analysis; Dynamic linear models; Finite mixture models; Markov chain Monte Carlo methods; Markov switching models; Permutation sampling

Indexed keywords

EID: 1842815959     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214501750333063     Document Type: Article

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