Bayesian Inference for Markov-Switching Autoregressive Model with Time-Varying Parameter
Fields of Study & Subjects
Markov Chains and Monte Carlo Methods
Bayesian Methods and Mixture Models
Control Systems and Identification
Publication details
- Journal / source
- Statistics and Applications
- Volume
- 15
- Issue
- 03
- Pages
- 26–34
- Publication date
- 1 January 2026
- Language
- EN