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scientific article; zbMATH DE number 1086083
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scientific article; zbMATH DE number 1086083

    Statements

    author
    Chris Carter
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    Robert Kohn
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    publication date
    18 June 1998
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    Mathematics Subject Classification ID
    62M15
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    62F15
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    65C99
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    zbMATH DE Number
    1086083
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    zbMATH Keywords
    frequency estimation
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    Kalman filter
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    Metropolis-Hastings algorithm
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    missing data
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    mixture of normals
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    reduced conditionals
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    sinusoids
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    stationary series
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    trend
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    Markov chain Monte Carlo
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