Predicting nonstationary processes using reversible MCMC

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Title: Predicting nonstationary processes using reversible MCMC
Author: Chaudhuri, Arin; Fuentes, Montserrat; Holland, David M.
Publisher: North Carolina State University. Dept. of Statistics
Date: 2004
Series/Report No.: Institute of Statistics Mimeo Series
2553
URI: http://www.stat.ncsu.edu/library/papers/arin.pdf
http://www.lib.ncsu.edu/resolver/1840.4/193


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