JSM 2005 Online Program

Abstract #304379

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Activity Number:	277
Type:	Contributed
Date/Time:	Tuesday, August 9, 2005 : 10:30 AM to 12:20 PM
Sponsor:	Section on Bayesian Statistical Science
Abstract - #304379
Title:	Discrete Time Unobserved Components Models
Author(s):	Miguel Alamo*+ and Miguel Arranz
Companies:	Bayes Inference, S. A. and Bayes Inference, S. A.
Address:	Gran Via 39, Madrid, E-28013, United States
Keywords:	unobserved components ; state-space models ; bayesian analysis
Abstract:	We propose a logical time representation that allows us to deal with dynamic discrete time unobserved components models. These models are analyzed within a state-space framework. We provide several examples where the proposed method is of practical interest. The estimation follows a Bayesian approach.

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