Bayesian inference and prediction for mean and variance shifts in autoregressive time series

Mathematics

• Bayesian Prediction 89%
• Autoregressive Time Series 89%
• Mean Shift 87%
• Bayesian inference 69%
• Probit Model 29%
• Gibbs Sampler 25%
• Autoregressive Model 23%
• Statistical Inference 21%
• Prediction 17%
• Model 14%

Business & Economics

• Mean Shift 100%
• Bayesian Inference 95%
• Mean-variance 67%
• Prediction 53%
• Gibbs Sampler 32%
• Statistical Inference 30%
• Autoregressive Model 24%
• Probit Model 23%