On marginal likelihood computation in change-point models
| Authors: | BAUWENS, Luc ; ROMBOUTS, Jeroen VK |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Computationa Statistics and Data Analysis, 56(11), 3415-3429, 2012 Number 2403 |
| Other identifiers: | 10.1016/j.csda.2010.06.025 [DOI] |
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Persistent link: https://www.econbiz.de/10010674931