Robust bayesian estimation of autoregressive-moving-average models

Journal of Time Series Analysis

Volumn 18, Issue 1, 1997, Pages 11-28

  Barnett, Glen ^a   Kohn, Robert ^a   Sheather, Simon ^a  

^a NONE

Author keywords

Invertibility; Markov chain Monte Carlo; Order selection; Outliers; Stationarity

Indexed keywords

EID: 0039784239     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00036     Document Type: Article

References (18)

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