Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal changepoint tests for normal linear regression
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
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+Q4082864
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+Q4879547
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+Detection of structural breaks in a time-varying heteroskedastic regression model
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+Multiple change-point detection of multivariate mean vectors with the Bayesian approach
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+Structural Break Estimation for Nonstationary Time Series Models
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+Break Detection for a Class of Nonlinear Time Series Models
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+Q4485847
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+Q4079017
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+Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
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+A Bayesian regime-switching time-series model
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+Testing for Structural Change in Dynamic Models
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+Q4344418
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+A Bayesian joinpoint regression model with an unknown number of break-points
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+Structural breaks with deterministic and stochastic trends
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