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Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
Authors: Frühwirth-Schnatter, Sylvia Wagner, Helga
Citation: Frühwirth-schnatter, Sylvia et Wagner, Helga, Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling, Biometrika , 93(4), 2006, pp. 827-841
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