@article{EP_2017_59_a5, author = {Maciej Marowka and Gareth W. Peters and Nikolas Kantas and Guillaume Bagnarosa}, title = {Some recent developments in {Markov} {Chain} {Monte} {Carlo} for cointegrated time series}, journal = {ESAIM. Proceedings}, pages = {76--103}, publisher = {mathdoc}, volume = {59}, year = {2017}, doi = {10.1051/proc/201759076}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201759076/} }