Seasonal autoregression models with regime switching

Risultato della ricerca: Contributo in rivista › Articolo › peer review

Keywords

@article{93e1f5eb21094d09aee7b39f09e90927,

title = "Seasonal autoregression models with regime switching",

keywords = "MCMC, Markov Switching, MCMC, Markov Switching",

author = "Roberta Paroli and Luigi Spezia",

year = "2003",

language = "English",

pages = "1--23",

journal = "STATISTICA",

issn = "1973-2201",

publisher = "Bologna : Dipartimento di scienze statistiche \"Paolo Fortunati\". Universit{\`a} di Bologna",

}