Efficient Bayesian Inference for Multiple Change-Point and...

Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models

Giordani, Paolo, Kohn, Robert
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Volume:
26
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500107000000241
Date:
January, 2008
File:
PDF, 445 KB
english, 2008
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