Title of article
Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge
Author/Authors
Barnett، نويسنده , , G. and Kohn، نويسنده , , R. and Sheather، نويسنده , , S. and Wong، نويسنده , , J.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
7
From page
7
To page
13
Abstract
This paper provides an introduction to and an overview of Bayesian estimation, based on Markov chain Monte Carlo techniques. Autoregressive time series models are considered in some detail. Finally, an example involving the modelling of a metal pollutant concentration in sludge is presented.
Keywords
Autoregressive models , Gibbs sampling , Outliers , Metropolis , Missing Values
Journal title
Mathematical and Computer Modelling
Serial Year
1995
Journal title
Mathematical and Computer Modelling
Record number
1590128
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