Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

1984 • 17,865 citations

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

1989 • 9,360 citations

Sampling-Based Approaches to Calculating Marginal Densities

1990 • 6,498 citations

Journal of the American Statistical Association

1989 • 3,796 citations

The Calculation of Posterior Distributions by Data Augmentation

1987 • 3,679 citations

Markov Chains for Exploring Posterior Distributions

1994 • 3,493 citations

Statistical Analysis of Finite Mixture Distributions.

1987 • 2,991 citations

Bayesian Analysis of Binary and Polychotomous Response Data

1993 • 2,975 citations

Statistical Inference for Probabilistic Functions of Finite State Markov Chains

1966 • 2,690 citations

Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments

1991 • 2,548 citations

Statistical Analysis of Finite Mixture Distributions.

1986 • 2,020 citations

Stochastic Simulation

1987 • 1,835 citations

Threshold Models in Non-linear Time Series Analysis

1983 • 1,541 citations

Alternative models for conditional stock volatility

1990 • 1,337 citations

Stochastic Simulation

1987 • 1,081 citations

Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments

1992 • 1,038 citations

Finite Mixture Distributions

1981 • 987 citations

Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling

1990 • 953 citations

Rational-expectations econometric analysis of changes in regime

1988 • 933 citations

A Markov model for switching regressions

1973 • 810 citations

A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling

1992 • 540 citations

Mixture autoregressive hidden Markov models for speech signals

1985 • 309 citations

Markov regime models for mixed distributions and switching regressions

1978 • 235 citations

Markov Chains for Exploring Posteior Distributions

1991 • 227 citations

Dynamic Linear Models with Switching

1991 • 191 citations

9 Estimation, inference and forecasting of time series subject to changes in regime

1993 • 169 citations

BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER

1994 • 152 citations

Time-series segmentation: A model and a method

1983 • 60 citations