Information Journal Paper
APA:
CopyALBERT, JAMES H., & CHIB, SIDDHARTHA. (1993). BAYS INFERENCE VIA GIBBS SAMPLING OF AUTOREGRESSIVE TIME SERIES SUBJECT TO MARKOV MEAN AND VARIANCE SHIFTS. JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, 11(1), 1-15. SID. https://sid.ir/paper/610587/en
Vancouver:
CopyALBERT JAMES H., CHIB SIDDHARTHA. BAYS INFERENCE VIA GIBBS SAMPLING OF AUTOREGRESSIVE TIME SERIES SUBJECT TO MARKOV MEAN AND VARIANCE SHIFTS. JOURNAL OF BUSINESS AND ECONOMIC STATISTICS[Internet]. 1993;11(1):1-15. Available from: https://sid.ir/paper/610587/en
IEEE:
CopyJAMES H. ALBERT, and SIDDHARTHA CHIB, “BAYS INFERENCE VIA GIBBS SAMPLING OF AUTOREGRESSIVE TIME SERIES SUBJECT TO MARKOV MEAN AND VARIANCE SHIFTS,” JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, vol. 11, no. 1, pp. 1–15, 1993, [Online]. Available: https://sid.ir/paper/610587/en