Bayesian detection of structural changes
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Publication:1207615
DOI10.1007/BF00116470zbMath0850.62282MaRDI QIDQ1207615
Publication date: 1 April 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items (3)
Structural change and unit roots ⋮ Estimating unknown join points: Determination of the yen-dollar exchange rate ⋮ A state-space approach to polygonal line regression
Cites Work
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- Tests for a change-point
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- A Bayesian approach to inference about a change-point in a sequence of random variables
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- CONTINUOUS INSPECTION SCHEMES
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