What is it about?
Bayesian computation for a hybrid switching diffusion process.
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Why is it important?
Random time data imputation for switching diffusion process with hidden states estimation by a forward filtering backward smoothing algorithm.
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This page is a summary of: An MCMC computational approach for a continuous time state-dependent regime switching diffusion process, Journal of Applied Statistics, October 2019, Taylor & Francis,
DOI: 10.1080/02664763.2019.1677573.
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