Bayesian online change point detection in finance
Year of publication: |
2021
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Authors: | Habibi, Reza |
Published in: |
Financial internet quarterly. - Rzeszów : University of Information Technology and Management, ISSN 2719-3454, ZDB-ID 3121236-0. - Vol. 17.2021, 4, p. 27-33
|
Subject: | Bayesian setting | change point | financial time series | online detection | probability of change | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.2478/fiqf-2021-0025 [DOI] hdl:10419/266884 [Handle] |
Classification: | G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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