Bayesian Inference for Structural Changes in Time Series Models

By VENKATESAN .D and VIJAYAKUMAR. M

This monograph provides Bayesian inference for change point problems through Mixture model approach in Time series models viz., changes in mean of the time series with and without auto correlated... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 384431492X
• ISBN13: 9783844314922
• Release Date: March 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 120 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"