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文献名:Nested Monte Carlo EM Algorithm for Switching State-Space Models作者:期刊:卷号及页码:Volume 17 , Issue 12 (December 2005)
table of contents Pages: 1653 - 1663 Year of Publication: 2005 ISSN:1041-4347
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书籍名:State-Space Models with Regime Switching:Classical and Gibbs-Sampling Approaches with Applications
作者:Kim,Nelson
The MIT Press,1999
[此贴子已经被作者于2008-8-28 22:28:22编辑过]


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