Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
| Year of publication: |
1993
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|---|---|
| Authors: | Albert, James H. ; Chib, Siddhartha |
| 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 876122x. - Vol. 11.1993, 1, p. 1-16
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