Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bauwens, Luc & Rombouts, Jeroen V.K., 2012.
"On marginal likelihood computation in change-point models,"
Computational Statistics & Data Analysis,
Elsevier, vol. 56(11), pages 3415-3429.
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- BAUWENS, Luc & ROMBOUTS, Jeroen, 2009. "On marginal likelihood computation in change-point models," CORE Discussion Papers 2009061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Spezia, L. & Cooksley, S.L. & Brewer, M.J. & Donnelly, D. & Tree, A., 2014. "Modelling species abundance in a river by Negative Binomial hidden Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 599-614.
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