Bayesian forecasting and detecting structural changepoints in dynamic models (Q3842908)
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scientific article; zbMATH DE number 1192448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian forecasting and detecting structural changepoints in dynamic models |
scientific article; zbMATH DE number 1192448 |
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Bayesian forecasting and detecting structural changepoints in dynamic models (English)
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2 December 1998
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Kalman filter
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tracking process
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stopping time
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structural change
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0.8008336424827576
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0.7947579622268677
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0.7774010300636292
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0.7771456837654114
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0.7771317958831787
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