A reversible jump sampler for autoregressive time series - researchr publication authors

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Paul T. Troughton, Simon J. Godsill. A reversible jump sampler for autoregressive time series. In Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98, Seattle, Washington, USA, May 12-15, 1998. pages 2257-2260, IEEE, 1998. [doi]

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