Multi-scale and hidden resolution time series models

Bayesian Analysis

Volumn 1, Issue 4, 2006, Pages 947-968

  Ferreira, Marco A R ^a   West, Mike ^b   Lee, Herbert K H ^c   Higdon, David M ^d  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b DUKE UNIVERSITY   (United States)

^c University of California Santa Cruz   (United States)

^d LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

Autoregressive models; Bayesian inference; Combination of multiresolution information; Jeffrey's rule of conditioning; Multi scale stochastic models; Multi scale time series models

Indexed keywords

EID: 78649400383     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/06-BA131     Document Type: Article

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