Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
James H. Albert ; Siddhartha Chib
| Year of publication: |
1993
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|---|---|
| Authors: | Albert, Jim |
| Other Persons: | Chib, Siddhartha (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 11.1993, 1, p. 1-15
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| Subject: | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001137110