Additive nonparametric regression with autocorrelated errors

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 60, Issue 2, 1998, Pages 311-331

  Smith, Michael ^a   Wong, Chi Ming ^b   Kohn, Robert ^c  

^a MONASH UNIVERSITY   (Australia)

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

^c UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Autoregressive model; Bayesian analysis; Data transformation; Markov chain monte carlo method; Regression spline; Subset selection

Indexed keywords

EID: 0001604033     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00127     Document Type: Article

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