Bayesian analysis of hidden Markov structural equation models with an unknown number of hidden states-Reference-Cited by-同舟云学术

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Bayesian analysis of hidden Markov structural equation models with an unknown number of hidden states

Published:2021-04 Issue: Volume:18 Page:29-43
ISSN:2452-3062
Container-title:Econometrics and Statistics
language:en
Short-container-title:Econometrics and Statistics

Author:

Liu Hefei,Song Xinyuan

Funder

Yunnan Provincial Science and Technology Department

Research Grants Council, University Grants Committee

Chinese University of Hong Kong

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference28 articles.

1. Mixed hidden markov models;Altman;Journal of the American Statistical Association,2007

2. Latent Markov Models for Longitudinal Data;Bartolucci,2013

3. Structural Equations with Latent Variables;Bollen,1989

4. A comparison of reversible jump MCMC algorithms for DNA sequence segmentation using hidden Markov models;Boys;Comp. Sci. and Statist,2001

5. Convergency assessment for reversible jump MCMC simulations;Brooks;Bayesian Statistics,1998

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1. Order selection for heterogeneous semiparametric hidden Markov models;Statistics in Medicine;2024-04-15

2. Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States;Journal of Computational and Graphical Statistics;2023-08-10

3. Approximation of BSDE with hidden forward equation and unknown volatility;Econometrics and Statistics;2023-01

4. Order selection for regression-based hidden Markov model;Journal of Multivariate Analysis;2022-11

5. Kernel-based hidden Markov conditional densities;Computational Statistics & Data Analysis;2022-05

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