Bayesian Analysis of Structural Changes in Autoregressive Models

DOI10.1080/01966324.2007.10737694zbMath1141.62017OpenAlexW2068272675WikidataQ58117140 ScholiaQ58117140MaRDI QIDQ3511918

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Publication date: 11 July 2008

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2007.10737694

zbMATH Keywords

Bayesian estimation

Mathematics Subject Classification ID

Related Items (3)

Estimating a gradual parameter change in an AR(1)-process ⋮ A Bayesian detection of structural changes in autoregressive time series models ⋮ A Bayesian analysis of a change in the parameters of autoregressive time series

Cites Work

• Structural changes in time series models
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