A two-state regime switching autoregressive model with an application to river flow analysis (Q997301)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-state regime switching autoregressive model with an application to river flow analysis |
scientific article |
Statements
A two-state regime switching autoregressive model with an application to river flow analysis (English)
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23 July 2007
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change point detection
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reversible jump MCMC
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regime switching autoregressive model
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river flow analysis
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