Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
| Year of publication: |
1993
|
|---|---|
| Authors: | McCulloch, Robert E. ; Tsay, Ruey S. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 88.1993, 423, p. 968-978
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