John W. Lau, Mike K. P. So. Bayesian mixture of autoregressive models. Computational Statistics & Data Analysis, 53(1):38-60, 2008. [doi]
@article{LauS08-0,
title = {Bayesian mixture of autoregressive models},
author = {John W. Lau and Mike K. P. So},
year = {2008},
doi = {10.1016/j.csda.2008.06.001},
url = {http://dx.doi.org/10.1016/j.csda.2008.06.001},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/LauS08-0},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {53},
number = {1},
pages = {38-60},
}