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On marginal likelihood computation in change-point models

Luc Bauwens () and Jeroen VK Rombouts

No 2403, CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2012-01-01
Note: In : Computationa Statistics and Data Analysis, 56(11), 3415-3429, 2012
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http://dx.doi.org/10.1016/j.csda.2010.06.025 (text/plain)

Related works:
Journal Article: On marginal likelihood computation in change-point models (2012) Downloads
Working Paper: On marginal likelihood computation in change-point models (2009) Downloads
Working Paper: On Marginal Likelihood Computation in Change-point Models (2009) Downloads
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