Beta-product Poisson-Dirichlet Processes
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"Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 825-842, August.
- Yong Song, 2012. "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series 28_12, Rimini Centre for Economic Analysis.
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