| Article ID: | iaor19971012 |
| Country: | United Kingdom |
| Volume: | 22 |
| Issue: | 10/12 |
| Start Page Number: | 7 |
| End Page Number: | 13 |
| Publication Date: | Nov 1995 |
| Journal: | Mathematical and Computer Modelling |
| Authors: | Barnett G., Wong J. |
| Keywords: | forecasting: applications, geography & environment |
This paper provides an introduction to and an overview of Bayesian estimation, based on Markov chain Monte Carlo techniques. Autoregressive time series models are considered in some detail. Finally, an example involving the modelling of a metal pollutant concentration in sludge is presented.