Efficient Bayesian Inference for Dynamic Mixture Models
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Publication:4541310
DOI10.2307/2669465zbMath0996.62079OpenAlexW4237667234MaRDI QIDQ4541310
Robert Kohn, Chris Carter, Richard H. Gerlach
Publication date: 30 July 2002
Full work available at URL: https://doi.org/10.2307/2669465
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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