## Abstract Change points detection in time series is an important area of research in statistics, has a long history and has many applications. However, very often change point analysis is only focused on the changes in the mean value of some quantity in a process. In this work we consider time se
Bayesian analysis of autoregressive time series with change points
β Scribed by Maria Maddalena Barbieri; Caterina Conigliani
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 715 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1613-981X
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