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Chopin, Nicolas
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Annals of the Institute of Statistical Mathematics : AISM
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Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
Chopin, Nicolas
;
Pelgrin, Florian
- In:
Journal of econometrics
123
(
2004
)
2
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pp. 327-344
Persistent link: https://www.econbiz.de/10006754917
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Dynamic Detection of Change Points in Long Time Series
Chopin, Nicolas
- In:
Annals of the Institute of Statistical Mathematics : AISM
59
(
2007
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10007739129
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