A Bayesian approach to estimating and forecasting additive nonparametric autoregressive models

Journal of Time Series Analysis

Volumn 17, Issue 2, 1996, Pages 203-220

  Wong, Chi Ming ^a   Kohn, Robert ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Forecasting; Gibbs sampler; Nonlinear time series; Spline smoothing; State space model

Indexed keywords

EID: 0001372964     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00273.x     Document Type: Article

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