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Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge - MaRDI portal

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Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge (Q1905841)

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scientific article; zbMATH DE number 836458
Language Label Description Also known as
English
Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge
scientific article; zbMATH DE number 836458

    Statements

    title
    Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge (English)
    0 references
    author
    Yanyan Li
    0 references
    publication date
    22 January 1996
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    zbMATH Keywords
    Gibbs sampling
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    Metropolis
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    missing values
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    outliers
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    autoregressive time series models
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    Bayesian estimation
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    Markov chain Monte Carlo techniques
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    metal pollutant concentration
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F15
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    65C99
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    62N99
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    zbMATH DE Number
    836458
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    OpenAlex ID
    W1991958702
    0 references
     
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