Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (Q3142139)
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scientific article; zbMATH DE number 445093
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| English | Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series |
scientific article; zbMATH DE number 445093 |
Statements
9 January 1994
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Gibbs sampler
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outlier
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probit model
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random level-shift model
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random variance-shift model
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variance change
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Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (English)
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