A Bayesian analysis of a change in the parameters of autoregressive time series (Q4607356)
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: A Bayesian analysis of a change in the parameters of autoregressive time series |
scientific article; zbMATH DE number 6849563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian analysis of a change in the parameters of autoregressive time series |
scientific article; zbMATH DE number 6849563 |
Statements
A Bayesian analysis of a change in the parameters of autoregressive time series (English)
0 references
13 March 2018
0 references
autoregressive model
0 references
Bayesian analysis
0 references
change point
0 references
Gibbs sampler
0 references
HPD credible set
0 references
\(p\)-values
0 references
0 references
0 references
0 references
