Harvey, Andrew C. (contributor); … - 2004 - [Elektronische Ressource]
structures and sample sizes.
This paper presents a Markov chain Monte Carlo (MCMC) algorithm for a Bayesian
analysis of …. As the algorithm
allows for the computation of marginal posteriors of the trend and cyclical component
at different … particular shape of prior were desired, then another class of densities
could be used and the algorithm would be constructed in …