A Bayesian analysis of a change in the parameters of autoregressive time series (Q4607356)
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scientific article; zbMATH DE number 6849563
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Bayesian analysis of a change in the parameters of autoregressive time series |
scientific article; zbMATH DE number 6849563 |
Statements
A Bayesian analysis of a change in the parameters of autoregressive time series (English)
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13 March 2018
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autoregressive model
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Bayesian analysis
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change point
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Gibbs sampler
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HPD credible set
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\(p\)-values
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0.889076292514801
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0.8784995675086975
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0.8631418347358704
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0.8510285019874573
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