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

Markus Hahn, Sylvia Frühwirth-Schnatter, Jörn Sass

Research output: Working paper and reportsResearch report

Original languageEnglish
Publication statusPublished - Mar 2009

Publication series

NameIFAS Research Paper Series
Volume41

Fields of science

  • 101029 Mathematical statistics
  • 102009 Computer simulation
  • 101026 Time series analysis

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