Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes

Journal of Time Series Analysis

Volumn 25, Issue 6, 2004, Pages 785-809

  Vermaak, J ^a   Andrieu, C ^b   Doucet, A ^a   Godsill, S J ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Autoregressive process; Bayesian estimation; Markov chain Monte Carlo; Model selection

Indexed keywords

EID: 7444252278     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.00380.x     Document Type: Article

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