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

Author： Oh M-S.   Shin D.W.  

Publisher： Taylor & Francis Ltd

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.29, Iss.5, 2002-07, pp. : 771-789

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