مرکز منطقه ای اطلاع رساني علوم و فناوري - A two-state regime switching autoregressive model with an application to river flow analysis

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 :

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 :