Pages that link to "Item:Q4607356"
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The following pages link to A Bayesian analysis of a change in the parameters of autoregressive time series (Q4607356):
Displaying 3 items.
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813) (← links)
- A Bayesian detection of structural changes in autoregressive time series models (Q6066367) (← links)