A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116): Difference between revisions

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Latest revision as of 03:50, 24 July 2024

scientific article; zbMATH DE number 7281582
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English
A Bayesian multiple structural change regression model with autocorrelated errors
scientific article; zbMATH DE number 7281582

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    A Bayesian multiple structural change regression model with autocorrelated errors (English)
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    3 December 2020
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    autoregressive process
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    Bayesian time series model with multiple structural changes
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    posterior
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    genetic algorithm
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    truncated Poisson
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