A reversible jump sampler for autoregressive time series

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 4, Issue , 1998, Pages 2257-2260

  Troughton, Paul T ^a   Godsill, Simon J ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

AR PARAMETER; AUTOREGRESSIVE TIME SERIES; BAYESIAN FRAMEWORKS; CONDITIONAL DENSITY; MODEL SPACES; NEW PARAMETERS; REVERSIBLE JUMP; REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO;

SIGNAL PROCESSING; TIME SERIES;

COMPUTER SIMULATION;

EID: 0031625519     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1998.681598     Document Type: Conference Paper

References (12)

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