A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS
Автор:VENKATESAN .D and . ARUMUGAM.P Год: 2011 Издание:LAP Lambert Academic Publishing Страниц: 136 ISBN: 9783843393676 This Monograph provides Bayesian Methodology for Structural Change problems through Changes in Parameters of the models and Structural Changes through Mixture of Models in Time series Analysis. It also deals the models with auto correlated errors and derived the Bayesian solutions. A computer simulation study was carried out. The main aims of the numerical study are (i) to illustrate the evaluation of the estimates of the parameters on the basis of the methodology developed and (ii) to compare the two different methodologies developed based on the estimates.
