32
Views
18
CrossRef citations to date
0
Altmetric
Theory and Method

Bayesian Inference in Cyclical Component Dynamic Linear Models

Pages 1301-1312 | Received 01 Jan 1994, Published online: 27 Feb 2012

References

  • Bretthorst , G. L. 1988 . Bayesian Spectrum Analysis and Parameter Estimation , New York : Springer-Verlag .
  • Carlin , B. P. , Poison , N. G. and Staffer , D. S. 1992 . “A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling,” . Journal of the American Statistical Association , 87 : 493 – 500 .
  • Carter , C. K. and Kohn , R. 1994 . “On Gibbs Sampling for State-Space Models,” . Biometrika , 81 : 541 – 553 .
  • Frühwirth-Schnatter , S. 1994 . “Data Augmentation and Dynamic Linear Models,” . Journal of Time Series Analysis , 15 : 183 – 102 .
  • Gelfand , A. E. and Smith , A. F. M. 1990 . “Sampling-Based Approaches to Calculating Marginal Densities,” . Journal of the American Statistical Association , 85 : 398 – 409 .
  • Halfman , J. D. and Johnson , T. C. 1988 . “High-Resolution Record of Cyclic Climate Change During the Past 4ka From Lake Turkana, Kenya,” . Geology , 16 : 496 – 500 .
  • Halfman , J. D. , Johnson , T. C. and Finney , B. P. 1994 . “New AMS Dates, Stratigraphics Correlations and Decadal Climatic Cycles,” . Paleogeography, Paleoclimatology, Paleoecology , 111 : 83 – 98 .
  • Krystal , A. D. , Weiner , R. D. , Coffey , C. E. , Smith , P. , Arias , R. and Moffett , E. 1992 . “EEG Evidence of More Intense Seizure Activity With Bilateral ECT,” . Biological Psychiatry , 31 : 617 – 621 .
  • Martin , R. D. 1982 . “Robust Methods for Time Series,” . In Applied Time Series Analysis , Edited by: Findley , F. New York : Academic Press .
  • Pole , A. and West , M. 1990 . “Efficient Bayesian Learning in Nonlinear Dynamic Models,” . Journal of Forecasting , 9 : 119 – 136 .
  • Pole , A. , West , M. and Harrison , P. J. 1994 . Applied Bayesian Forecasting and Time Series Analysis , New York : Chapman and Hall .
  • Priestley , M. B. 1981 . Spectral Analysis and Time Series , London : Academic Press .
  • Smith , A. F. M. and Roberts , G. O. 1993 . “Bayesian Computation via the Gibbs Sampler and Related Markov Chain Monte Carlo Methods” . Journal of the Royal Statistical Society , 55 : 2 – 24 . (with discussion), Ser. B
  • West , M. and Harrison , P. J. 1989 . Bayesian Forecasting and Dynamic Models , New York : Springer-Verlag .
  • West , M. 1995 . “Some Statistical Issues in Palaeoclimatology” . In Bayesian Statistics 5 , Edited by: Berger , L. O. , Bernardo , J. M. , Dawid , A. P. and Smith , A. F. M. New York : Oxford University Press . (with discussion)

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.