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The Scan Sampler for Time Series Models

โœ Scribed by Piet De Jong


Book ID
124289795
Publisher
Oxford University Press
Year
1997
Tongue
English
Weight
875 KB
Volume
84
Category
Article
ISSN
0006-3444

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โœ RAM C. TIWARI; YIZHOU YANG; JYOTI N. ZALKIKAR ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 618 KB

In this paper, we analyse the biochemical oxygen demand (BOD) data collected over 2 years from McDowell Creek, Charlotte, NC, by fitting a trigonometric time series model to the data via a Kalman filter and by using the Gibbs sampler. Some graphical diagnostic tools are applied to monitor the conver