A two-state regime switching autoregressive model with an application to river flow analysis (Q997301)

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A two-state regime switching autoregressive model with an application to river flow analysis
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    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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