• 제목/요약/키워드: Change-pointl

검색결과 1건 처리시간 0.013초

STRUCTURAL CHANGES IN DYNAMIC LINEAR MODEL

  • Jun, Duk B.
    • 한국경영과학회지
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    • 제16권1호
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    • pp.113-119
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    • 1991
  • The author is currently assistant professor of Management Science at Korea Advanced Institute of Science and Technology, following a few years as assistant professor of Industrial Engineering at Kyung Hee University, Korea. He received his doctorate from the department of Industrial Engineering and Operations Research, University of California, Berkeley. His research interests are time series and forecasting modelling, Bayesian forecasting and the related software development. He is now teaching time series analysis and econometrics at the graduate level.

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