Bayesian Time Series Analysis of Structural Changes in Level and Trend

Author: Wong Heung   Ip Wai Cheung   Liu Jin Shan   Long Jian Yan  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.21, 2013-11, pp. : 3949-3964

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Abstract