"Bayesian Autoregressive Online Change-Point Detection with Time-Varying ..."

Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi (2024)

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DOI: 10.48550/ARXIV.2407.16376

access: open

type: Informal or Other Publication

metadata version: 2024-08-24

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  - journals/corr/abs-2407-16376
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  - https://dblp.org/rec/journals/corr/abs-2407-16376
Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi:
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters. CoRR abs/2407.16376 (2024)

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