A note on Bayesian identification of change points in data sequences
R. H. Loschi; F. R. B. Cruz; R. H. C. Takahashi; P. L. Iglesias; R. B. Arellano-Valle ...
| Year of publication: |
2008
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|---|---|
| Authors: | Loschi, R. H. ; Cruz, F. R. B. ; Takahashi, R. H. C. ; Iglesias, P. L. ; Arellano-Valle, R. B. |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 156-170
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| Subject: | PPM | product partition model | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | 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://ebvufind01.dmz1.zbw.eu/10003665885