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A Bayesian Change Point Model for Historical Time Series Analysis

上传者: 2020-01-27 02:47:40上传 PDF文件 233.36KB 热度 25次
byBruceWestern,MeredithKleykampinPrincetonUniversity:Politicalrelationshipsoftenvaryovertimebutstandardmodelsignoretemporalvariationinregressionrelationships.WedescribeaBayesianmodelthattreatsthechange-pointinatimeseriesasaparametertobeestimated.Inthismode
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