On models and methods for Bayesian time series analysis
- 30 November 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 30 (1-2) , 67-90
- https://doi.org/10.1016/0304-4076(85)90132-0
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- Measures of Variability for Model-Based Seasonal Adjustment ProceduresJournal of Business & Economic Statistics, 1985
- Issues Involved with the Seasonal Adjustment of Economic Time SeriesJournal of Business & Economic Statistics, 1984
- Signal Extraction for Nonstationary Time SeriesThe Annals of Statistics, 1984
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSJournal of Time Series Analysis, 1983
- Fractional differencingBiometrika, 1981
- A Survey of Recent Developments in Seasonal AdjustmentThe American Statistician, 1980
- AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCINGJournal of Time Series Analysis, 1980
- Seasonal Adjustment by Signal ExtractionJournal of the Royal Statistical Society. Series A (General), 1980
- Decomposition of Seasonal Time Series: A Model for the Census X-11 ProgramJournal of the American Statistical Association, 1976