TY  - JOUR
A1  - McCulloch, R.E.
A1  - Tsay, R. S.
T1  - Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
Y1  - 1993
DO  - 10.1080/01621459.1993.10476364
JF  - Journal of the American Statistical Association
VL  - 88
IS  - 423
SP  - 968
EP  - -978

ER  -