Logistic mixtures vs. Markov chain Monte Carlo

• Main Authors: De Leon, Karmello Juan C., Go, Angelie L.
• Format: text
• Language: English
• Published: Animo Repository 2008
• Subjects: Monte Carlo method; Markov processes; Statistics and Probability
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/5070
• Institution: De La Salle University

Economic time series models and innovations have undergone through tremendous changes over the years, thus providing answers to some of the unsolvable problems. With regime switching time series models, simulated data is used to compare the unobserved state vector if it follows a Markov Chain Monte...