A Bayesian analysis of a change in the parameters of autoregressive time series (Q4607356): Difference between revisions
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Revision as of 16:35, 5 March 2024
scientific article; zbMATH DE number 6849563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian analysis of a change in the parameters of autoregressive time series |
scientific article; zbMATH DE number 6849563 |
Statements
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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