"MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood."

Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend (2021)

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DOI: 10.1080/03610918.2019.1565580

access: closed

type: Journal Article

metadata version: 2021-10-14

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Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend:
MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood. Commun. Stat. Simul. Comput. 50(3): 669-690 (2021)

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