Bayesian detection of a change of scale parameter in sequences of independent gamma random variables

DOI10.1016/0304-4076(82)90049-5MaRDI QIDQ1837488zbMATH OpenOpenAlexFDO

Authors Joaquin Diaz

Publication date 1982

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(82)90049-5

zbMATH Keywords

change of scale parameterdetection of changesequences of independent gamma random variables

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15)

Cites work

• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Bayesian test of a parameter shift and an application
• Bayesian inferences related to shifting sequences and two-phase regression
• Detecting structural change in linear models
• Estimating the transition between two intersecting straight lines
• Some Bayesian Inferences for a Changing Linear Model

Cited in

(6)

• A Bayesian analysis of some threshold switching models
• Bayesian analysis of a change-point in exponential families with applications.
• Bayesian analysis for detecting a change in exponential family
• A first order autoregressive process with a change point: a Bayesian approach based on model selection
• Change-point problems: bibliography and review
• Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution

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