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

K Triantafyllopoulos, GP Nason

Research output: Contribution to journalArticle (Academic Journal)peer-review

4 Citations (Scopus)
Translated title of the contributionA Bayesian analysis of moving average processes with time-dependent parameters
Original languageEnglish
Pages (from-to)1025 - 1046
Number of pages21
JournalComputational Statistics and Data Analysis
Volume52
Publication statusPublished - 2007

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