@article{McCulloch1993,
author = {McCulloch, R.E. and Tsay, R. S.},
title= {Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series},
year = {1993},
doi = {10.1080/01621459.1993.10476364},
journal = {Journal of the American Statistical Association},
volume = {88},
number = {423},
pages = {968--978},
}