Title of article
Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
Author/Authors
Roberta Paroli، نويسنده , , Luigi Spezia، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
20
From page
2311
To page
2330
Keywords
Marginal likelihood , Metropolized-Kuo–MallicK , Regime switching , Permutation sampling , Hidden markov chain
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
308386
Link To Document