On marginal likelihood computation in change-point models
Year of publication: |
2009
|
---|---|
Authors: | Bauwens, Luc ; Rombouts, Jeroen V. K. |
Publisher: |
Louvain-la-Neuve : CORE |
Subject: | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Induktive Statistik | Statistical inference | Theorie | Theory |
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