A two-state regime switching autoregressive model with an application to river flow analysis

Journal of Statistical Planning and Inference

Volumn 137, Issue 10, 2007, Pages 3113-3126

  Vasas, Krisztina ^a   Elek, Péter ^a   Márkus, László ^a  

^a EÖTVÖS LORÁND UNIVERSITY   (Hungary)

Author keywords

Change point detection; Regime switching autoregressive model; Reversible jump MCMC; River flow analysis

Indexed keywords

EID: 34250187104     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.05.019     Document Type: Article

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