Bayesian estimation of switching ARMA models
| Year of publication: |
1999
|
|---|---|
| Authors: | Billio, M. ; Monfort, A. ; Robert, C. P. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 93.1999, 2, p. 229-255
|
| Publisher: |
Elsevier |