Calculating posterior distributions and modal estimates in Markov mixture models
暂无分享,去创建一个
[1] B. Carlin,et al. Bayesian Model Choice Via Markov Chain Monte Carlo Methods , 1995 .
[2] R. McCulloch,et al. STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS , 1994 .
[3] C. Robert,et al. Estimation of Finite Mixture Distributions Through Bayesian Sampling , 1994 .
[4] James D. Hamilton. Time Series Analysis , 1994 .
[5] Siddhartha Chib,et al. Bayes regression with autoregressive errors : A Gibbs sampling approach , 1993 .
[6] S. Chib,et al. Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts , 1993 .
[7] M. Puterman,et al. Maximum-penalized-likelihood estimation for independent and Markov-dependent mixture models. , 1992, Biometrics.
[8] B. Leroux. Maximum-likelihood estimation for hidden Markov models , 1992 .
[9] G. C. Wei,et al. A Monte Carlo Implementation of the EM Algorithm and the Poor Man's Data Augmentation Algorithms , 1990 .
[10] Adrian F. M. Smith,et al. Sampling-Based Approaches to Calculating Marginal Densities , 1990 .
[11] James D. Hamilton. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle , 1989 .
[12] A. F. Smith,et al. Statistical analysis of finite mixture distributions , 1986 .
[13] B. Everitt,et al. Finite Mixture Distributions , 1981 .
[14] D. Rubin,et al. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .
[15] S. Goldfeld,et al. A Markov model for switching regressions , 1973 .
[16] L. Baum,et al. A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains , 1970 .