A Bayesian detection of structural changes in autoregressive time series models (Q6066367): Difference between revisions
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Latest revision as of 18:08, 30 December 2024
scientific article; zbMATH DE number 7765996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian detection of structural changes in autoregressive time series models |
scientific article; zbMATH DE number 7765996 |
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A Bayesian detection of structural changes in autoregressive time series models (English)
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16 November 2023
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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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\(p\)-value
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