Fully Bayesian Analysis of Switching Gaussian State Space Models
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Volume (Year): 53 (2001)
Issue (Month): 1 (March)
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- Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, July. Full references (including those not matched with items on IDEAS)