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Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths - MaRDI portal

Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths (Q3574725)

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Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
scientific article

    Statements

    title
    Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths (English)
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    author
    Brigitta Hultblad
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    Sune Karlsson
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    publication date
    2 July 2010
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F15
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    65C60
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    zbMATH DE Number
    5729873
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    OpenAlex ID
    W2128793331
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