Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model

Author: Kim Jaehee   Cheon Sooyoung  

Publisher: Taylor & Francis Ltd

ISSN: 1360-0532

Source: Journal of Applied Statistics, Vol.41, Iss.10, 2014-10, pp. : 2157-2177

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