A reversible jump sampler for autoregressive time series

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]

@inproceedings{TroughtonG98,
  title = {A reversible jump sampler for autoregressive time series},
  author = {Paul T. Troughton and Simon J. Godsill},
  year = {1998},
  doi = {10.1109/ICASSP.1998.681598},
  url = {http://dx.doi.org/10.1109/ICASSP.1998.681598},
  researchr = {https://researchr.org/publication/TroughtonG98},
  cites = {0},
  citedby = {0},
  pages = {2257-2260},
  booktitle = {Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98, Seattle, Washington, USA, May 12-15, 1998},
  publisher = {IEEE},
  isbn = {0-7803-4428-6},
}