scholarly journals Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach

2009 ◽  
Vol 4 (1) ◽  
pp. 63-84 ◽  
Author(s):  
Markus Hahn ◽  
Jörn Sass
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Continuous Time ◽  
Markov Switching ◽  
Monte Carlo Approach ◽  
Markov Switching Models ◽  
Switching Models

Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading

2020 ◽  
Vol 24 (18) ◽  
pp. 13823-13836 ◽  
Author(s):  
Oscar V. De la Torre-Torres ◽  
Dora Aguilasocho-Montoya ◽  
José Álvarez-García ◽  
Biagio Simonetti
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Markov Switching ◽  
Agricultural Commodities ◽  
Markov Switching Models ◽  
Switching Models ◽  
Inference Methods

Markov chain Monte Carlo approach to parameter estimation in the FitzHugh-Nagumo model

2012 ◽  
Vol 86 (4) ◽  
Author(s):  
Anders Chr. Jensen ◽  
Susanne Ditlevsen ◽  
Mathieu Kessler ◽  
Omiros Papaspiliopoulos
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Monte Carlo Approach

scholarly journals CIGALEMC: GALAXY PARAMETER ESTIMATION USING A MARKOV CHAIN MONTE CARLO APPROACH WITH CIGALE

2011 ◽  
Vol 740 (1) ◽  
pp. 22 ◽  
Author(s):  
Paolo Serra ◽  
Alexandre Amblard ◽  
Pasquale Temi ◽  
Denis Burgarella ◽  
Elodie Giovannoli ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Monte Carlo Approach
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