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Journal of Korean Society for Quality Management 1989;17(2): 101-. |
| A Detection Procedure of a Parameter Change Point in AR(1) Models by Bayesian Approach |
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| ABSTRACT |
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We investigate a procedure which detects the parameter change point in AR(1) by Bayesian Approach using Jeffrey prior, for example, coefficient change point, variance change point, coefficient and variance change point, etc. And we apply our procedure to the simulated data. |
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