Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables

Authors:	Roberta Paroli Luigi Spezia

Affiliation:	^a Dipartimento di Scienze Statistiche, Università Cattolica S.C., via Necchi 9, 20123 Milano, Italy ^b Dipartimento di Statistica, Università Ca’ Foscari, Venezia, Italy

Abstract:

Keywords:	Hidden markov chain Marginal likelihood Metropolized-Kuo-MallicK Permutation sampling Regime switching
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