Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (Q3142139): Difference between revisions
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Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series | |||
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Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (English) | |||
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Latest revision as of 01:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series |
scientific article |
Statements
9 January 1994
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Gibbs sampler
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outlier
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probit model
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random level-shift model
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random variance-shift model
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variance change
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Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (English)
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