@article{bayesianautoregressiveonlinechangepoint,
  title = {Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters},
  author = {Ioanna-Yvonni Tsaknaki and Fabrizio Lillo and Piero Mazzarisi},
  year = {2024},
  eprint = {2407.16376},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2407.16376v1},
}