This study investigates the dynamics of quarterly real GDP per capita growth rates across four countries, the US, UK, Canada and France. I obtain estimates for ARIMA(p,q) processes for first differences of log quarterly real GDP per capita using Reversible Jump Markov Chain Monte Carlo, allowing...

In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algorithms for this type of model are ineffective, but that this problem can be removed by...

In this paper, hidden Markov models (HMMs) are discussed in the context of molecular biological sequence analysis. The statistics relevant in the HMM approach are described in detail. An HMM based method is used to analyze two proteins that contain short protein repeats (SPRs). As a benchmark, a...