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Volumn 20, Issue 4, 1999, Pages 401-416

Bayesian inference on periodicities and component spectral structure in time series

Author keywords

Autoregressive component models; Quasi periodic time series; Spectral analysis; Time series decompositions; Unit roots

Indexed keywords


EID: 0009309598     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00145     Document Type: Article
Times cited : (27)

References (10)
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  • 3
    • 0033476979 scopus 로고    scopus 로고
    • Priors and component structures in autoregressive time series models
    • forthcoming
    • HUERTA, G. and WEST, M. (1999) Priors and component structures in autoregressive time series models. J. R. Stat. Soc., Ser. B, forthcoming.
    • (1999) J. R. Stat. Soc., Ser. B
    • Huerta, G.1    West, M.2
  • 4
    • 84981454150 scopus 로고
    • Bayesian analysis of autoregressive time series via the Gibbs sampler
    • MCCULLOCH, R. and TSAY, R. (1994) Bayesian analysis of autoregressive time series via the Gibbs sampler. J. Time Ser. Anal. 15, 235-50.
    • (1994) J. Time Ser. Anal. , vol.15 , pp. 235-250
    • McCulloch, R.1    Tsay, R.2
  • 5
    • 0003247267 scopus 로고    scopus 로고
    • Exploratory modelling of multiple non-stationary time series: Latent process structure and decompositions
    • New York: Springer
    • PRADO, R. and WEST, M. (1997) Exploratory modelling of multiple non-stationary time series: latent process structure and decompositions. In Modelling Longitudinal and Spatially Correlated Data (ed. T. Gregoire). New York: Springer.
    • (1997) Modelling Longitudinal and Spatially Correlated Data (Ed. T. Gregoire).
    • Prado, R.1    West, M.2
  • 6
    • 0003139082 scopus 로고
    • Estimating the frequency of a periodic function
    • QUINN, B. G., and THOMSON, P. J. (1991) Estimating the frequency of a periodic function. Biometrika 78, 65-74.
    • (1991) Biometrika , vol.78 , pp. 65-74
    • Quinn, B.G.1    Thomson, P.J.2
  • 7
    • 0000324260 scopus 로고
    • Time series analysis of Holocene climate data
    • THOMSON, D. J. (1990) Time series analysis of Holocene climate data. Philos. Trans. R. Soc. London A 330, 601-11.
    • (1990) Philos. Trans. R. Soc. London A , vol.330 , pp. 601-611
    • Thomson, D.J.1
  • 8
    • 0005480358 scopus 로고    scopus 로고
    • Some statistical issues in palaeoclimatology (with discussion)
    • (eds J. O. Berger, J. M. Bernardo, A. P. Dawid and A. F. M. Smith). Oxford: Oxford University Press
    • WEST, M. (1996) Some statistical issues in palaeoclimatology (with discussion). In Bayesian Statistics 5 (eds J. O. Berger, J. M. Bernardo, A. P. Dawid and A. F. M. Smith). Oxford: Oxford University Press.
    • (1996) Bayesian Statistics 5
    • West, M.1
  • 9
    • 0009356573 scopus 로고    scopus 로고
    • Time series decomposition
    • _ (1997) Time series decomposition. Biometrika 84, 489-94.
    • (1997) Biometrika , vol.84 , pp. 489-494


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.