Priors and component structures in autoregressive time series models

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

Volumn 61, Issue 4, 1999, Pages 881-899

  Huerta, Gabriel ^a   West, Mike ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b NONE

Author keywords

Autoregressive component models; Bayesian time series; Dynamic linear models; Latent time series structure; Quasi periodic time series components; Time series decompositions

Indexed keywords

EID: 0033476979     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00208     Document Type: Article

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