2 papers
stat.AP2018
A Bayesian Covariance Graphical And Latent Position Model For Multivariate Financial Time Series
Daniel Ahelegbey, Luis Carvalho, Eric Kolaczyk
Current understanding holds that financial contagion is driven mainly by the system-wide interconnectedness of institutions. A distinction has been made between systematic and idio…
stat.AP2015
A Bayesian Change Point Model for Detecting Land Cover Changes in MODIS Time Series
Hunter Glanz, Xiaoman Huang, Minhui Zheng +1
As both a central task in Remote Sensing and a common problem in many other situations involving time series data, change point detection boasts a thorough and well-documented hist…