Bayesian analysis of autoregressive time series with change points

Maria Barbieri () and Caterina Conigliani

Statistical Methods & Applications, 1998, vol. 7, issue 3, 243-255

Keywords: Autoregressive time series; change in the mean; fractional Bayes factor; non-informative prior distributions (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1007/BF03178933

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