A Bayesian analysis of multiple changes in the variance of first-order autoregressive time series models (Q4904070)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Bayesian analysis of multiple changes in the variance of first-order autoregressive time series models |
scientific article; zbMATH DE number 6131522
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Bayesian analysis of multiple changes in the variance of first-order autoregressive time series models |
scientific article; zbMATH DE number 6131522 |
Statements
28 January 2013
0 references
autoregressive models
0 references
variance change
0 references
posterior distributions
0 references
0.8928166031837463
0 references
0.848629355430603
0 references
0.845467209815979
0 references
0.8313901424407959
0 references
0.8313423991203308
0 references