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]
@article{LauS11,
title = {A Monte Carlo Markov chain algorithm for a class of mixture time series models},
author = {John W. Lau and Mike K. P. So},
year = {2011},
doi = {10.1007/s11222-009-9147-6},
url = {http://dx.doi.org/10.1007/s11222-009-9147-6},
tags = {Markov},
researchr = {https://researchr.org/publication/LauS11},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {21},
number = {1},
pages = {69-81},
}