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Bayesian change-point detection in time series : 베이지안 방법을 이용한 시계열에서의 변화점 추정
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- Authors
- Advisor
- 조신섭
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 장기기억모형 ; long memory process ; 이분산모형 ; conditional heteroscedastic process ; 변화점 ; change-point ; 베이지안 방법 ; Bayesian method ; MCMC ; MCMC
- Description
- Thesis(doctors)--서울대학교 대학원 :통계학과,2008.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000039346
https://hdl.handle.net/10371/20655
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