A Bayesian analysis of a change in the parameters of autoregressive time series (Q4607356): Difference between revisions

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Latest revision as of 07:15, 15 July 2024

scientific article; zbMATH DE number 6849563
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English
A Bayesian analysis of a change in the parameters of autoregressive time series
scientific article; zbMATH DE number 6849563

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    A Bayesian analysis of a change in the parameters of autoregressive time series (English)
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    13 March 2018
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    autoregressive model
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    Bayesian analysis
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    change point
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    Gibbs sampler
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    HPD credible set
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    \(p\)-values
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