Detecting and modeling changes in a time series of proportions
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Publication:2135370
DOI10.1214/21-AOAS1509zbMath1498.62167MaRDI QIDQ2135370
Jing Zhang, Thomas J. Fisher, Stephen P. Colegate, Michael J. Vanni
Publication date: 6 May 2022
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
62F15: Bayesian inference
62M05: Markov processes: estimation; hidden Markov models
Uses Software