Bayesian inference for palaeoclimate with time uncertainty and stochastic volatility
Author:
Affiliation:
1. University College Dublin; Republic of Ireland
2. Trinity College Dublin; Republic of Ireland
3. University of Oxford; UK
4. Durham University; UK
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssc.12065/fullpdf
Reference46 articles.
1. Normal Inverse Gaussian distributions and stochastic volatility modelling;Barndorff-Nielsen;Scand. J. Statist.,1997
2. Hierarchical Bayesian Time Series Models
3. On Bayesian inference for the Inverse Gaussian distribution;Betrò;Statist. Probab. Lett.,1991
4. Flexible paleoclimate age-depth models using an autoregressive gamma process;Blaauw;Bayn. Anal.,2011
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