Sylvia Frühwirth-Schnatter,
"Fully Bayesian Analysis of Switching Gaussian State Space Models"
, in Annals of the Institute of Statistical Mathematics, Vol. 53, Seite(n) 31-49, 2001, ISSN: 1572-9052
Original Titel:
Fully Bayesian Analysis of Switching Gaussian State Space Models
Sprache des Titels:
Englisch
Journal:
Annals of the Institute of Statistical Mathematics