Bayesian inference of C-AR(1) time series model with structural break (Q1689088)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian inference of C-AR(1) time series model with structural break |
scientific article; zbMATH DE number 6825115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference of C-AR(1) time series model with structural break |
scientific article; zbMATH DE number 6825115 |
Statements
Bayesian inference of C-AR(1) time series model with structural break (English)
0 references
12 January 2018
0 references
autoregressive model
0 references
Bayesian inference
0 references
covariate
0 references
structural break
0 references
Gibbs sampler
0 references
posterior probability
0 references
0.7301623821258545
0 references
0.7108607888221741
0 references
