Bayesian methods for change-point detection in long-range dependent processes (Q3440773)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian methods for change-point detection in long-range dependent processes |
scientific article |
Statements
Bayesian methods for change-point detection in long-range dependent processes (English)
0 references
29 May 2007
0 references
Kalman filter
0 references
change-point detection
0 references
long-range dependent process
0 references
Markov chain
0 references
