Priors and Component Structures in Autoregressive Time Series Models
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Publication:4935290
DOI10.1111/1467-9868.00208zbMath0940.62079OpenAlexW2033518244MaRDI QIDQ4935290
Publication date: 24 July 2000
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00208
dynamic linear modelsBayesian time seriestime series decompositionsautoregressive component modelslatent time series structurequasi-periodic time series components
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Meteorology and atmospheric physics (86A10)
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