Fully Bayesian analysis of switching Gaussian state space models

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Publication:5960134

DOI10.1023/A:1017908219076zbMath0995.62087OpenAlexW1573453184MaRDI QIDQ5960134

Sylvia Frühwirth-Schnatter

Publication date: 11 April 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017908219076




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