Linking Frequentist and Bayesian Change-Point Methods
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Cites work
- A general criterion to determine the number of change-points
- A New Class of Change Point Test Statistics of Rényi Type
- Bayes Factors
- Bayesian Retrospective Multiple-Changepoint Identification
- Benchmark priors for Bayesian model averaging.
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Consistency of minimum description length model selection for piecewise stationary time series models
- Detecting changes of mean in multidimensional normal sequences with applications to literature and geology
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation and comparison of multiple change-point models
- Estimation and Forecasting in Models with Multiple Breaks
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
- Forecasting Time Series Subject to Multiple Structural Breaks
- Group Lasso for structural break time series
- Hierarchical Bayesian Analysis of Changepoint Problems
- scientific article; zbMATH DE number 4169866 (Why is no real title available?)
- scientific article; zbMATH DE number 3983087 (Why is no real title available?)
- scientific article; zbMATH DE number 3675161 (Why is no real title available?)
- scientific article; zbMATH DE number 1034049 (Why is no real title available?)
- Inference and prediction in a multiple-structural-break model
- Inference for multiple change points in time series via likelihood ratio scan statistics
- Marginal likelihood for Markov-switching and change-point GARCH models
- Model Selection and the Principle of Minimum Description Length
- Multiple change-point detection for non-stationary time series using wild binary segmentation
- Optimal detection of changepoints with a linear computational cost
- Real-Time Inflation Forecasting in a Changing World
- Structural Break Estimation for Nonstationary Time Series Models
- The Model Confidence Set
- Wild binary segmentation for multiple change-point detection
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