Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method

Author:

Spezia LuigiORCID

Funder

Scottish Government’s Rural and Environment Science and Analytical Services Division, United Kingdom

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference74 articles.

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4. Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage;Barnard;Statist. Sinica,2000

5. Time-varying transition probabilities for Markov regime switching models;Bazzi;J. Time Series Anal.,2017

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