Inferences about the parameters of a time series model with changing variance (Q795457)
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scientific article; zbMATH DE number 3862284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inferences about the parameters of a time series model with changing variance |
scientific article; zbMATH DE number 3862284 |
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Inferences about the parameters of a time series model with changing variance (English)
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1984
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change point problem
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time series model
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discrete variance change
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posterior distributions
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variance ratio
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0.90861833
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0.9006871
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0.8954077
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0.8901532
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0.8893421
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0.88842726
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0.88716245
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