A Bayesian Analysis of a Structural Change in the Parameters of a Time Series

DOI10.1081/STA-120037446zbMath1213.62045MaRDI QIDQ3155363

Boualem Kezim, Zahia Abdelli

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (3)

A Bayesian detection of structural changes in autoregressive time series models ⋮ A Bayesian analysis of a change in the parameters of autoregressive time series ⋮ A first order autoregressive process with a change point: a Bayesian approach based on model selection

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