Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (Q3439735)
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scientific article; zbMATH DE number 5158551
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| English | Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach |
scientific article; zbMATH DE number 5158551 |
Statements
Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (English)
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29 May 2007
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Bayes factor
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monitoring and intervention
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model comparison
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model selection
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linear state-space model
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Kalman filter
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0.7817976474761963
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0.757592499256134
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0.7547250390052795
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0.7358920574188232
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