@article{7c4ffaa31074461ca3bf4226efe777aa,
title = "Bayesian inference in non-homugeneous Markov mixture of periodic autoregressions with state-dependent exogenous variables",
keywords = "Hidden markov chain, Marginal likelihood, Metropolized-Kuo-Mallick method, Permutation sampling, Regime switching, Hidden markov chain, Marginal likelihood, Metropolized-Kuo-Mallick method, Permutation sampling, Regime switching",
author = "Roberta Paroli and Luigi Spezia",
year = "2008",
language = "English",
pages = "2311--2330",
journal = "COMPUTATIONAL STATISTICS & DATA ANALYSIS",
issn = "0167-9473",
publisher = "Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL:
[email protected], INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598",
}