Bayesian analysis of autoregressive time series with change points
| Year of publication: |
1998
|
|---|---|
| Authors: | Barbieri, Maria ; Conigliani, Caterina |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 7.1998, 3, p. 243-255
|
| Publisher: |
Springer |
| Subject: | Autoregressive time series | change in the mean | fractional Bayes factor | non-informative prior distributions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497269