The marginal likelihood of dynamic mixture models. - Gabriele Fiorentini; Christophe Planas; Alessandro Rossi (Comput. Stat. Data Anal., 2012)

Efficient MCMC sampling in dynamic mixture models. - Gabriele Fiorentini; Christophe Planas; Alessandro Rossi (Stat. Comput., 2014)

Skewness and kurtosis of multivariate Markov-switching processes. - Gabriele Fiorentini; Christophe Planas; Alessandro Rossi (Comput. Stat. Data Anal., 2016)