Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression
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References listed on IDEAS
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More about this item
KeywordsComplexity theory; segmentation; break points; change points; model selection; model choice.;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
StatisticsAccess and download statistics
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