Markus Hahn, Sylvia Frühwirth-Schnatter, Jörn Sass,
"Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models"
, in IFAS Research Paper Series, Serie 2009-41, Vol. 41, 3-2009
Original Titel:
Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models