Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
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Publication:3142139
DOI10.2307/2290788zbMath0800.62165OpenAlexW4248742114MaRDI QIDQ3142139
Robert E. McCulloch, Ruey S. Tsay
Publication date: 9 January 1994
Full work available at URL: https://doi.org/10.2307/2290788
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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