Hierarchical Bayesian Analysis of Changepoint Problems
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Publication:4844003
DOI10.2307/2347570zbMath0825.62408OpenAlexW2171166366MaRDI QIDQ4844003
Alan E. Gelfand, Adrian F. M. Smith, Bradley P. Carlin
Publication date: 17 August 1995
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c07307c1b94021754e038c210ba7508a950873d8
changepointsGibbs samplerhierarchical Bayes modelschanging Markov chainschanging Poisson processeschanging regressions
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)
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