On Marginal Likelihood Computation in Change-Point Models
Year of publication: |
2017
|
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Authors: | Bauwens, Luc |
Other Persons: | Rombouts, J. V. K. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Induktive Statistik | Statistical inference |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Computational Statistics and Data Analysis, 56, 3415-3429, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2010 erstellt |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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