A Monte Carlo Markov chain algorithm for a class of mixture time series models

John Lau, M.K.P. So

Research output: Contribution to journal › Article › peer-review

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@article{8bede0512d8f473f96c27e753694c6d5,

title = "A Monte Carlo Markov chain algorithm for a class of mixture time series models",

author = "John Lau and M.K.P. So",

year = "2011",

doi = "10.1007/s11222-009-9147-6",

language = "English",

volume = "21",

pages = "69--81",

journal = "Statistics and Computing",

issn = "0960-3174",

publisher = "Springer",

number = "1",

}