Bayesian analysis of non-homogeneous hidden Markov models

Journal of Statistical Computation and Simulation

Volumn 76, Issue 8, 2006, Pages 713-725

  Spezia, Luigi ^a  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

Identifiability constraint; Logit model; Marginal likelihood; Metropolis within Gibbs algorithm; Ozone data; Time varying transition probabilities

Indexed keywords

EID: 33745148654     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/10629360500108798     Document Type: Article

References (21)

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