과제정보
연구 과제 주관 기관 : Korea Science and Engineering Foundation
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.
연구 과제 주관 기관 : Korea Science and Engineering Foundation