Full predictivistic modeling of stock market data: application to change point problems (Q869180): Difference between revisions

@@ Property / author @@
-Rosangela H. Loschi
@@ Property / author: Rosangela H. Loschi / rank @@
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@@ Property / author @@
-Pilar L. Iglesias
@@ Property / author: Pilar L. Iglesias / rank @@
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@@ Property / author @@
-Reinaldo B. Arellano-Valle
@@ Property / author: Reinaldo B. Arellano-Valle / rank @@
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@@ Property / author @@
-Frederico R. B. Cruz
@@ Property / author: Frederico R. B. Cruz / rank @@
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@@ Property / author @@
+Rosangela H. Loschi
@@ Property / author: Rosangela H. Loschi / rank @@
+Normal rank
@@ Property / author @@
+Pilar L. Iglesias
@@ Property / author: Pilar L. Iglesias / rank @@
+Normal rank
@@ Property / author @@
+Reinaldo B. Arellano-Valle
@@ Property / author: Reinaldo B. Arellano-Valle / rank @@
+Normal rank
@@ Property / author @@
+Frederico R. B. Cruz
@@ Property / author: Frederico R. B. Cruz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2006.04.016
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@@ Property / OpenAlex ID @@
+W2069040304
@@ Property / OpenAlex ID: W2069040304 / rank @@
+Normal rank
@@ Property / cites work @@
+A predictivistic interpretation of the multivariate \(t\)-distribution
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+A Bayesian Analysis for Change Point Problems
@@ Property / cites work: A Bayesian Analysis for Change Point Problems / rank @@
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+BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
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+Product Partition Models for Normal Means
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+Conjugate priors for exponential families
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+Q4695793
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+Fitting multiple change-point models to data
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+An analysis of the influence of some prior specifications in the identification of change points via product partition model.
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+A Gibbs sampling scheme to the product partition model: an application to change-point problems
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+A note on Bayesian identification of change points in data sequences
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+Bayesian Clustering and Product Partition Models
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+Q3924973
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