Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach

✍ Scribed by Oh, Man-Suk; Shin, Dong Wan

• Book ID: 127221826
• Publisher: Taylor and Francis Group
• Year: 2002
• Tongue: English
• Weight: 266 KB
• Volume: 29
• Category: Article
• ISSN: 0266-4763
• DOI: 10.1080/02664760120098829