Bayesian inference of C-AR(1) time series model with structural break (Q1689088)
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scientific article; zbMATH DE number 6825115
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| English | Bayesian inference of C-AR(1) time series model with structural break |
scientific article; zbMATH DE number 6825115 |
Statements
Bayesian inference of C-AR(1) time series model with structural break (English)
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12 January 2018
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autoregressive model
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Bayesian inference
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covariate
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structural break
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Gibbs sampler
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posterior probability
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0.7854835987091064
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0.7301623821258545
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0.7268161177635193
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0.7221274375915527
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0.7108607888221741
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