A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Jae-Hee Kim / rank
Normal rank
 
Property / author
 
Property / author: Jae-Hee Kim / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: BayesDA / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/02664763.2015.1117592 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2315930336 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing Linear Models with Multiple Structural Changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-regime models for nonlinear nonstationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3026129 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple change-point detection of multivariate mean vectors with the Bayesian approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and comparison of multiple change-point models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The problem of the Nile: Conditional solution to a changepoint problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural Break Estimation for Nonstationary Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic behavior of some nonparametric change-point estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified approach to nonlinearity, structural change, and outliers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Change-Point Estimation With a Total Variation Penalty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4079017 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian multiple structural change-points estimation in time series models with genetic algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian regime-switching time-series model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting in dynamic factor models using Bayesian model averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Structural Change in Dynamic Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural breaks with deterministic and stochastic trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Time Series Subject to Multiple Structural Breaks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures / rank
 
Normal rank

Latest revision as of 02:50, 24 July 2024

scientific article; zbMATH DE number 7281582
Language Label Description Also known as
English
A Bayesian multiple structural change regression model with autocorrelated errors
scientific article; zbMATH DE number 7281582

    Statements

    A Bayesian multiple structural change regression model with autocorrelated errors (English)
    0 references
    0 references
    0 references
    3 December 2020
    0 references
    autoregressive process
    0 references
    Bayesian time series model with multiple structural changes
    0 references
    posterior
    0 references
    genetic algorithm
    0 references
    truncated Poisson
    0 references
    0 references
    0 references
    0 references

    Identifiers