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There is a one-to-one mapping between the conventional time series parameters of a third-order autoregression and the more interpretable parameters of secular half-life, cyclical half-life and cycle period. The latter parameterization is better suited to interpretation of results using both...
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his paper reconsiders sequential Monte Carlo approaches to Bayesian inference in the light of massively parallel desktop computing capabilities now well within the reach of individual academics. It first develops an algorithm that is well suited to parallel computing in general and for which...
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Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits algorithms that conform to parallel computing...
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