Title of article :
Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
Author/Authors :
Roberta Paroli، نويسنده , , Luigi Spezia، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Hidden markov chain , Marginal likelihood , Metropolized-Kuo–MallicK , Permutation sampling , Regime switching
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
