Miscellanea. Time series decomposition

DOI10.1093/BIOMET/84.2.489MaRDI QIDQ4364917zbMATH OpenOpenAlexFDO

Authors Mike West

Publication date 18 November 1997

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/84.2.489

zbMATH Keywords

autoregressive processBayesian computationclimatic changedynamic linear modelsquasi-periodic componentstate space modeltime series decompositiontime-varying cycle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

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