Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models

Research output: Working paper and reports › Research report

Original language	English
Publication status	Published - Mar 2009

Name	IFAS Research Paper Series
Volume	41

Fields of science

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title = "Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models",

author = "Markus Hahn and Sylvia Fr{\"u}hwirth-Schnatter and J{\"o}rn Sass",

year = "2009",

month = mar,

language = "English",

series = "IFAS Research Paper Series",

type = "WorkingPaper",

}

TY - UNPB

T1 - Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models

AU - Hahn, Markus

AU - Frühwirth-Schnatter, Sylvia

AU - Sass, Jörn

PY - 2009/3

Y1 - 2009/3

UR - http://www.ifas.jku.at/e2550/e2756/index_ger.html

M3 - Research report

T3 - IFAS Research Paper Series

BT - Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models

ER -