Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

Ryden, Tobias, Robert, Christian P., Rydén, Tobias, Titterington, D. M. . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000. 62 (1) :57-75

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Bibtex

@article{CIS-166395,
  Author = {Ryden, Tobias and Robert, Christian P. and Rydén, Tobias and Titterington, D. M.},
  Title = {Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {62},
  Number = {1},
  Year = {2000},
  Pages = {57--75},
  Keywords = {Meteorology, Model selection, Finance, computational Markov chains, geomagnetism}
}

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