Sapan Gözlem ile Yapısal Kırılma Noktası İlişkisi ve Bunun Bayesyen Otoregresif Süreçle Tespiti = The Relationship of Aberrant Observation and Structural Break Point : Determination With Bayesian Autoregressive Process

Sapan Gözlem ile Yapısal Kırılma Noktası İlişkisi ve Bunun Bayesyen Otoregresif Süreçle Tespiti = The Relationship of Aberrant Observation and Structural Break Point : Determination With Bayesian Autoregressive Process

In time series, structural break point can be considered as Level Shift, one type of aberrant observation. Types of aberrant observations, especially Level Shift, and Bayesian autoregressive process are mentioned in the study. In this extent, the ability of finding Level Shift with Bayesian Autoregr...

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Bibliographic Details
Main Authors: Özlem Yorulmaz, Oya Ekici
Format: Article
Language:English
Published: Dogus University 2008-06-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
Kırılma Noktası
Sapan Gözlemler
Seviye Kayması
Perron Süreci
Otoregresif Sürecin Son Dağılımı
Aberrant Observations
Level Shift
Perron’s Process
Posterior Distribution of Autoregressive Process and Structural Break
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/66

Internet

http://journal.dogus.edu.tr/index.php/duj/article/view/66

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