Exact Bayesian Prediction in a Class of Markov-switching Models

Methodology and Computing in Applied Probability

Volumn 14, Issue 1, 2012, Pages 125-134

  Bardel, Noémie ^a   Desbouvries, François ^a  

^a INSTITUT TELECOM   (France)

Author keywords

Bayesian restoration; Jump Markov state space systems; NP hard problems; Partially Pairwise Markov switching models

Indexed keywords

EID: 84855691077     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-010-9189-4     Document Type: Article

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