Bayesian estimation of switching ARMA models
| Year of publication: |
1999
|
|---|---|
| Authors: | Billio, M. ; Monfort, A. ; Robert, C.P. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 2, p. 229-256
|