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Readme file
SERIES
B
 Statistical
Methodology
Bayesian inference in hidden Markov models through the
reversible jump Markov chain Monte Carlo method, by
C. P. Robert, T. Ryde'n and D. M. Titterington
Journal of the Royal Statistical Society Series B, Statistics
in Society, Volume 62 (2000).
This is the description of the data file used in the paper.
The data file contains the S&P 500 data (1700 numbers), the wind data (500
numbers) and the geomagnetic data (2700 numbers) that are described
in the paper. Each of these three sections starts with a line containing
%%%.
For questions to this data file contact:
Tobias Ryde'n
Centre for Mathematical Sciences Mathematical Statistics
Lund University
Box 118 221 00
Lund
SWEDEN
E-mail: tobias@maths.lth.se
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Journals
SERIES
A
Statistics
in Society
SERIES
B
Statistical
Methodology
SERIES C
Applied
Statistics
SERIES D
The
Statistician
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