A NEW ESTIMATION PROCEDURE USING A REVERSIBLE JUMP MCMC ALGORITHM FOR AR MODELS OF EXPONENTIAL WHITE NOISE
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2013 ◽
Vol 41
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pp. 509-521
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2016 ◽
Vol 98
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pp. 79-90
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2004 ◽
Vol 14
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pp. 343-355
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Vol 2
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Vol 48
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pp. 1872-1881
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