Cart (Loading....) | Create Account
Close category search window
 

Parameter estimation of time-varying autoregressive models using the Gibbs sampler

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $31
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Rajan, J.J. ; Dept. of Eng., Cambridge Univ., UK ; Rayner, P.J.W.

A method is described for applying a Markov chain Monte Carlo method known as the Gibbs sampler to the problem of estimating the parameters of a flexible time-varying autoregressive (TVAR) model with time dependent coefficients that are stationary stochastic processes

Published in:

Electronics Letters  (Volume:31 ,  Issue: 13 )

Date of Publication:

22 Jun 1995

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.