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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Veröffentlicht in:	Journal of the Royal Statistical Society. Series C (Applied Statistics). - Wiley. - 68(2019), 5, Seite 1259-1280
1. Verfasser:	Sansom, Philip G. (VerfasserIn)
Weitere Verfasser:	Williamson, Daniel B., Stephenson, David B.
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	2019
Zugriff auf das übergeordnete Werk:	Journal of the Royal Statistical Society. Series C (Applied Statistics)