Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search

DOI10.1016/J.APM.2019.03.012zbMath1481.62062OpenAlexW2921963090MaRDI QIDQ1984867

Min Xu, Guoqi Qian, Yuehua Wu

Publication date: 7 April 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2019.03.012

zbMATH Keywords

model selectionGibbs samplerchange-pointsBayesian information criteria

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10) Numerical analysis or methods applied to Markov chains (65C40) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Statistical analysis of the non-stationary binomial AR(1) model with change point ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Clustering longitudinal data for growth curve modelling by Gibbs sampler and information criterion

Uses Software

• DNAcopy

Cites Work

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