MARKOV-CHAIN MONTE-CARLO ESTIMATION OF AUTOREGRESSIVE MODELS WITH APPLICATION TO METAL POLLUTANT CONCENTRATION IN SLUDGE

被引：1

作者：

BARNETT, G ^{[1
]}

KOHN, R ^{[1
]}

SHEATHER, S ^{[1
]}

WONG, J ^{[1
]}

机构：

[1] UNIV SYDNEY,DEPT CHEM,CAMPERDOWN,NSW,AUSTRALIA

来源：

MATHEMATICAL AND COMPUTER MODELLING | 1995年 / 22卷 / 10-12期

关键词：

AUTOREGRESSIVE MODELS; GIBBS SAMPLING; METROPOLIS; MISSING VALUES; OUTLIERS;

D O I：

10.1016/0895-7177(95)00175-2

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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.

引用

页码：7 / 13

页数：7

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