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subject:"USA"
~isPartOf:"Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung - Publikationen"
~source:"als-doc"
~subject:"Börsenkurs"
~subject:"Schätzung"
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Model Likelihoods and Bayes Factors for Switching and Mixture Models
Frühwirth-Schnatter, Sylvia
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2002
and switching model.
Estimation
is based on the method of bridge sampling (Meng and Wong, 1996), where the MCMC sample is …
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