A two-state regime switching autoregressive model with an application to river flow analysis (Q997301)
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scientific article; zbMATH DE number 5173684
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| English | A two-state regime switching autoregressive model with an application to river flow analysis |
scientific article; zbMATH DE number 5173684 |
Statements
A two-state regime switching autoregressive model with an application to river flow analysis (English)
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23 July 2007
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change point detection
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reversible jump MCMC
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regime switching autoregressive model
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river flow analysis
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0.761017382144928
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0.7445674538612366
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0.7356066107749939
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0.7320563197135925
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0.7315560579299927
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