Bayesian time series analysis of structural changes in level and trend
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Cites work
- A Bayesian approach to inference about a change-point in a sequence of random variables
- A Bayesian approach to retrospective identification of change-points
- A simple cumulative sum type statistic for the change-point problem with zero-one observations
- An application of MCMC methods for the multiple change-points problem.
- Bayesian analysis of a change-point in exponential families with applications.
- Bayesian inferences related to shifting sequences and two-phase regression
- Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection
- Bayesian Retrospective Multiple-Changepoint Identification
- Comparability of Segmented Line Regression Models
- Conditional boundary crossing probabilities, with application to change- point problems
- Convergence of a stochastic approximation version of the EM algorithm
- Detection of changes in precipitation and runoff over eastern Canada and U. S. using a Bayesian approach
- Estimating joinpoints in continuous time scale for multiple change-point models
- Estimating the transition between two intersecting straight lines
- Extension to the product partition model: computing the probability of a change
- Finding multiple abrupt change points
- Fitting multiple change-point models to data
- Hierarchical Bayesian Analysis of Changepoint Problems
- Inference about the change-point in a sequence of random variables
- Multiple change-point detection of multivariate mean vectors with the Bayesian approach
- Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
- Structural changes in multivariate regression models
- Tests for a change-point
- The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
- The problem of the Nile: Conditional solution to a changepoint problem
Cited in
(10)- Investigation of changes in characteristics of hydrological time series by Bayesian methods
- Retrospective multivariate Bayesian change-point analysis: A simultaneous single change in the mean of several hydrological sequences
- Detecting and modeling changes in a time series of proportions
- A first order autoregressive process with a change point: a Bayesian approach based on model selection
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm
- A Bayesian multiple structural change regression model with autocorrelated errors
- A Bayesian model for multiple change point to extremes, with application to environmental and financial data
- A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
- Bayesian Analysis of Time Series
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