State space models for non-stationary intermittently coupled systems : an application to the North Atlantic oscillation

We develop Bayesian state space methods for modelling changes to the mean level or temporal correlation structure of an observed time series due to intermittent coupling with an unobserved process. Novel intervention methods are proposed to model the effect of repeated coupling as a single dynamic p...

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Publié dans:	Journal of the Royal Statistical Society. Series C (Applied Statistics). - Wiley. - 68(2019), 5, Seite 1259-1280
Auteur principal:	Sansom, Philip G. (Auteur)
Autres auteurs:	Williamson, Daniel B., Stephenson, David B.
Format:	Article en ligne
Langue:	English
Publié:	2019
Accès à la collection:	Journal of the Royal Statistical Society. Series C (Applied Statistics)