A Bayesian analysis of a change in the parameters of autoregressive time series.
Abdeldjalil SlamaHafida SaggouPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- autoregressive
- bayesian analysis
- moving average
- non stationary
- gaussian markov random field
- arma model
- random fields
- autoregressive moving average
- autoregressive model
- random field models
- computationally feasible
- spectrum analysis
- sar images
- parameter estimation
- multivariate time series
- maximum entropy
- optical flow
- pairwise