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Structured priors for multivariate time series

Journal of Statistical Planning and Inference, 136(11): 3802--3821, 2006.
Authors: Gabriel Huerta and Raquel Prado
URL: http://www.sciencedirect.com/science/article/B6V0M-4G9PW34-1/1/358c2f1544e3a92a9cd3034983dd2853
Tags: Multiple series time
| URL | BibTeX  
@article{Huerta2006,
title = {Structured priors for multivariate time series},
author = {Gabriel Huerta and Raquel Prado},
day = {01},
journal = {Journal of Statistical Planning and Inference},
month = {Nov},
number = {11},
pages = {3802--3821},
url = {http://www.sciencedirect.com/science/article/B6V0M-4G9PW34-1/1/358c2f1544e3a92a9cd3034983dd2853},
volume = {136},
year = {2006},
keywords = {Multiple series time }
}