Title of article
A two-state regime switching autoregressive model with an application to river flow analysis
Author/Authors
Krisztina Vasas، نويسنده , , Peter Elek، نويسنده , , Laszlo Markus، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
14
From page
3113
To page
3126
Keywords
Change point detection , Regime switching autoregressive model , River flow analysis , Reversible jump MCMC
Journal title
Journal of Statistical Planning and Inference
Serial Year
2007
Journal title
Journal of Statistical Planning and Inference
Record number
220527
Link To Document