Li-Hsien Sun, Chang-Shang Lee, Takeshi Emura. A Bayesian inference for time series via copula-based Markov chain models. Communications in Statistics - Simulation and Computation, 49(11):2897-2913, 2020. [doi]
@article{SunLE20,
title = {A Bayesian inference for time series via copula-based Markov chain models},
author = {Li-Hsien Sun and Chang-Shang Lee and Takeshi Emura},
year = {2020},
doi = {10.1080/03610918.2018.1529241},
url = {https://doi.org/10.1080/03610918.2018.1529241},
researchr = {https://researchr.org/publication/SunLE20},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {49},
number = {11},
pages = {2897-2913},
}