A Bayesian approach to retrospective identification of change-points (Q1168033): Difference between revisions
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Revision as of 12:38, 1 March 2024
scientific article
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English | A Bayesian approach to retrospective identification of change-points |
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A Bayesian approach to retrospective identification of change-points (English)
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1982
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retrospective identification of change-points
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changing mean value
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Gaussian time series
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changing regression coefficient vectors
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ARMA series
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