A Bayesian analysis of multiple changes in the variance of first-order autoregressive time series models (Q4904070)
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scientific article; zbMATH DE number 6131522
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| default for all languages | No label defined |
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| 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
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autoregressive models
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variance change
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posterior distributions
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0.8928166031837463
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0.848629355430603
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0.845467209815979
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0.8313901424407959
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0.8313423991203308
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