A two-state regime switching autoregressive model with an application to river flow analysis (Q997301): Difference between revisions

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-.1016/j.jspi.2006.05.019
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Stationarity of multivariate Markov-switching ARMA models
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Bayesian Detection of Clusters and Discontinuities in Disease Maps
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+On the shot-noise streamflow model and its applications
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+An application of MCMC methods for the multiple change-points problem.
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@@ Property / DOI @@
+.1016/J.JSPI.2006.05.019
@@ Property / DOI: 10.1016/J.JSPI.2006.05.019 / rank @@
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+Publication:997301