"Bayesian autoregressive online change-point detection with time-varying ..."

Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi (2025)

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DOI: 10.1016/J.CNSNS.2024.108500

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type: Journal Article

metadata version: 2025-01-09

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Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi:
Bayesian autoregressive online change-point detection with time-varying parameters. Commun. Nonlinear Sci. Numer. Simul. 142: 108500 (2025)

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