A Bayesian detection of structural changes in autoregressive time series models (Q6066367)
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scientific article; zbMATH DE number 7765996
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| English | A Bayesian detection of structural changes in autoregressive time series models |
scientific article; zbMATH DE number 7765996 |
Statements
A Bayesian detection of structural changes in autoregressive time series models (English)
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16 November 2023
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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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\(p\)-value
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0.9314200282096864
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0.8757724761962891
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0.8750253915786743
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0.8674259185791016
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0.8670749068260193
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