Semiparametric bayesian inference for time series with mixed spectra

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

Volumn 59, Issue 1, 1997, Pages 255-268

  Carter, C K ^a   Kohn, R ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Frequency estimation; Kalman filter; Markov chain monte carlo method; Metropolis hastings algorithm; Missing data; Mixture of normals; Reduced conditionals; Sinusoids; Stationary series; Trend

Indexed keywords

EID: 0040100079     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00067     Document Type: Article

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