Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Methodological).

Volume (Year): 62 (2000)
Issue (Month): 3 ()
Pages: 493-508
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=1369-7412

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=1369-7412

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Gary Koop & Dimitris Korobilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 09-17, University of Strathclyde Business School, Department of Economics. [Downloadable!]
2. Dong Guo & Xiaodong Wang & Rong Chen, 2003. "Nonparametric adaptive detection in fading channels based on sequential Monte Carlo and Bayesian model averaging," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(2), pages 423-436, June. [Downloadable!] (restricted)
3. Nicolas Chopin, 2007. "Dynamic Detection of Change Points in Long Time Series," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(2), pages 349-366, June. [Downloadable!] (restricted)
4. Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers 2004-W02, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
   Other versions:
   • Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers 04-015/4, Tinbergen Institute. [Downloadable!]
5. Mark Irwin & Noel Cressie & Gardar Johannesson, 2002. "Spatial-temporal nonlinear filtering based on hierarchical statistical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 11(2), pages 249-302, December. [Downloadable!] (restricted)

Did you know? RePEc data is maintained by each archive holder on its own website. Nothing is held centrally.

This page was last updated on 2009-11-22.