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Change Point Detection in Autoregressive Time Series Model with Trend

A. Jafari, M. Yarmohammadi, A. Rasekhi


The autoregressive model of order p with trend and structure of change point for all the parameters will be investigated. The Bayesian methods are used to estimate the parameters. Then by simulation studies, the implementation of proposed method will be discussed and finally will be applied to real data.


Change point, autoregressive, Bayesian method

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