Bayesian analysis of autoregressive time series with change points
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Publication:5123761
DOI10.1007/BF03178933zbMath1454.62253MaRDI QIDQ5123761
Maria Maddalena Barbieri, C. Conigliani
Publication date: 29 September 2020
Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)
autoregressive time seriesfractional Bayes factorchange in the meannon-informative prior distributions
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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Cites Work
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