Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
James H. Albert and Siddhartha ChibVolume:
11
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1391303
Date:
April, 1993
File:
PDF, 639 KB
english, 1993