Matches in SemOpenAlex for { <https://semopenalex.org/work/W145330402> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W145330402 abstract "The object of this paper is a Bayesian analysis of the autoregressive model XXtt = ββ1XXtt−1 + eett ,t=1,..,m and XXtt = ββ2XXtt−1 + eett ,t=m+1,..,n where 0 < ββ1,ββ2 < 1, and eett is independent random variable with an exponential distribution with mean θθ1 but later it was found that there was a change in the process at some point of time m which is reflected in the sequence after eemm is changed in mean θθ2. The issue this study focused on is at what time and which point the change begins to occur. The estimators of m, ββ1,ββ2 and θθ1,θθ2 are derived from Asymmetric loss functions namely Linex loss & General Entropy loss functions. Both the noninformative and informative priors are considered. The effects of prior consideration on Bayes estimates of change point are also studied." @default.
- W145330402 created "2016-06-24" @default.
- W145330402 creator A5041522607 @default.
- W145330402 date "2013-05-01" @default.
- W145330402 modified "2023-09-28" @default.
- W145330402 title "Bayesian Estimation of AR (1) with Change Point under Asymmetric Loss Functions" @default.
- W145330402 cites W102704483 @default.
- W145330402 cites W1966042408 @default.
- W145330402 cites W1969486340 @default.
- W145330402 cites W1976984769 @default.
- W145330402 cites W1987434307 @default.
- W145330402 cites W2016314202 @default.
- W145330402 cites W2022780731 @default.
- W145330402 cites W2026931018 @default.
- W145330402 cites W2038298569 @default.
- W145330402 cites W2095283167 @default.
- W145330402 cites W28083412 @default.
- W145330402 hasPublicationYear "2013" @default.
- W145330402 type Work @default.
- W145330402 sameAs 145330402 @default.
- W145330402 citedByCount "3" @default.
- W145330402 countsByYear W1453304022014 @default.
- W145330402 countsByYear W1453304022017 @default.
- W145330402 crossrefType "journal-article" @default.
- W145330402 hasAuthorship W145330402A5041522607 @default.
- W145330402 hasConcept C105795698 @default.
- W145330402 hasConcept C107673813 @default.
- W145330402 hasConcept C149782125 @default.
- W145330402 hasConcept C159877910 @default.
- W145330402 hasConcept C177769412 @default.
- W145330402 hasConcept C185429906 @default.
- W145330402 hasConcept C207201462 @default.
- W145330402 hasConcept C28826006 @default.
- W145330402 hasConcept C33923547 @default.
- W145330402 hasConcept C41426520 @default.
- W145330402 hasConcept C68022304 @default.
- W145330402 hasConceptScore W145330402C105795698 @default.
- W145330402 hasConceptScore W145330402C107673813 @default.
- W145330402 hasConceptScore W145330402C149782125 @default.
- W145330402 hasConceptScore W145330402C159877910 @default.
- W145330402 hasConceptScore W145330402C177769412 @default.
- W145330402 hasConceptScore W145330402C185429906 @default.
- W145330402 hasConceptScore W145330402C207201462 @default.
- W145330402 hasConceptScore W145330402C28826006 @default.
- W145330402 hasConceptScore W145330402C33923547 @default.
- W145330402 hasConceptScore W145330402C41426520 @default.
- W145330402 hasConceptScore W145330402C68022304 @default.
- W145330402 hasIssue "2" @default.
- W145330402 hasLocation W1453304021 @default.
- W145330402 hasOpenAccess W145330402 @default.
- W145330402 hasPrimaryLocation W1453304021 @default.
- W145330402 hasRelatedWork W2012177120 @default.
- W145330402 hasRelatedWork W2115653605 @default.
- W145330402 hasRelatedWork W2128966253 @default.
- W145330402 hasRelatedWork W2167199711 @default.
- W145330402 hasRelatedWork W2181298268 @default.
- W145330402 hasRelatedWork W2555894301 @default.
- W145330402 hasRelatedWork W2603656101 @default.
- W145330402 hasRelatedWork W2787292347 @default.
- W145330402 hasRelatedWork W2889977898 @default.
- W145330402 hasRelatedWork W2944973827 @default.
- W145330402 hasRelatedWork W2963376766 @default.
- W145330402 hasRelatedWork W3000021853 @default.
- W145330402 hasRelatedWork W3008218724 @default.
- W145330402 hasRelatedWork W3033922385 @default.
- W145330402 hasRelatedWork W3082896758 @default.
- W145330402 hasRelatedWork W3120741055 @default.
- W145330402 hasRelatedWork W3129131260 @default.
- W145330402 hasRelatedWork W3197697406 @default.
- W145330402 hasRelatedWork W3201780946 @default.
- W145330402 hasRelatedWork W2462735720 @default.
- W145330402 hasVolume "2" @default.
- W145330402 isParatext "false" @default.
- W145330402 isRetracted "false" @default.
- W145330402 magId "145330402" @default.
- W145330402 workType "article" @default.