TY - JOUR
T1 - Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge
AU - Barnett, G.
AU - Kohn, R.
AU - Sheather, S.
AU - Wong, J.
PY - 1995
Y1 - 1995
N2 - 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.
AB - 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.
KW - Autoregressive models
KW - Gibbs sampling
KW - Metropolis
KW - Missing values
KW - Outliers
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U2 - 10.1016/0895-7177(95)00175-2
DO - 10.1016/0895-7177(95)00175-2
M3 - Article
AN - SCOPUS:58149319259
SN - 0895-7177
VL - 22
SP - 7
EP - 13
JO - Mathematical and Computer Modelling
JF - Mathematical and Computer Modelling
IS - 10-12
ER -