A Monte Carlo Markov chain algorithm for a class of mixture time series models

John W. Lau, Mike K. P. So. A Monte Carlo Markov chain algorithm for a class of mixture time series models. Statistics and Computing, 21(1):69-81, 2011. [doi]

Authors

John W. Lau

This author has not been identified. Look up 'John W. Lau' in Google

Mike K. P. So

This author has not been identified. Look up 'Mike K. P. So' in Google