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A Bayesian approach to retrospective identification of change-points - MaRDI portal

A Bayesian approach to retrospective identification of change-points (Q1168033)

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scientific article; zbMATH DE number 3774749
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English
A Bayesian approach to retrospective identification of change-points
scientific article; zbMATH DE number 3774749

    Statements

    A Bayesian approach to retrospective identification of change-points (English)
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    1982
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    retrospective identification of change-points
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    changing mean value
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    Gaussian time series
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    changing regression coefficient vectors
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    ARMA series
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