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"On marginal likelihood computation in change-point models."

Luc Bauwens, Jeroen V. K. Rombouts (2012)

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DOI: 10.1016/J.CSDA.2010.06.025

access: closed

type: Journal Article

metadata version: 2020-02-18

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Luc Bauwens, Jeroen V. K. Rombouts:
On marginal likelihood computation in change-point models. Comput. Stat. Data Anal. 56(11): 3415-3429 (2012)

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