Estimation and comparison of multiple change-point models
Siddhartha Chib
| Year of publication: |
1998
|
|---|---|
| Authors: | Chib, Siddhartha |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 86.1998, 2, p. 221-241
|
| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001243492