Publication:4364008
From MaRDI portal
zbMath0889.62078MaRDI QIDQ4364008
Publication date: 18 June 1998
trend; Markov chain Monte Carlo; frequency estimation; Kalman filter; missing data; Metropolis-Hastings algorithm; stationary series; mixture of normals; sinusoids; reduced conditionals
62F15: Bayesian inference
62M15: Inference from stochastic processes and spectral analysis
65C99: Probabilistic methods, stochastic differential equations
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