Comparing change-point location in independent series

DOI10.1007/S11222-014-9492-YMaRDI QIDQ2631363zbMATH OpenOpenAlexFDO

Authors Alice Cleynen, Stéphane Robin

Publication date 29 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-014-9492-y

zbMATH Keywords

Bayesian inferencenegative binomialsegmentationcredibility intervalschange-point comparison

Mathematics Subject Classification ID

Bayesian inference (62F15) Non-Markovian processes: estimation (62M09)

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• Change point estimation for a weakly dependent sequence
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Cites work

• Bootstrapping confidence intervals for the change-point of time series
• Exact posterior distributions and model selection criteria for multiple change-point detection problems
• Joint Segmentation of Multivariate Astronomical Time Series: Bayesian Sampling With a Hierarchical Model
• Minimization of functions having Lipschitz continuous first partial derivatives
• The log likelihood ratio in segmented regression
• Univariate Discrete Distributions

Cited in

(1)

• A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals

Describes a project that uses

Uses Software

• cghseg
• EDAseq

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