A Bayesian analysis of moving average processes with time-dependent parameters

K Triantafyllopoulos, GP Nason

Research output: Contribution to journal › Article (Academic Journal) › peer-review

5 Citations (Scopus)

Translated title of the contribution	A Bayesian analysis of moving average processes with time-dependent parameters
Original language	English
Pages (from-to)	1025 - 1046
Number of pages	21
Journal	Computational Statistics and Data Analysis
Volume	52
Publication status	Published - 2007

Cite this

@article{c928d2888b6f438eb05dba412037cb40,

title = "A Bayesian analysis of moving average processes with time-dependent parameters",

author = "K Triantafyllopoulos and GP Nason",

year = "2007",

language = "English",

volume = "52",

pages = "1025 -- 1046",

journal = "Computational Statistics & Data Analysis",

issn = "0167-9473",

publisher = "Amsterdam:Elsevier",

}