A quasi-Bayesian change point detection with exchangeable weights

DOI10.1016/J.JSPI.2022.05.006zbMATH Open1495.62025OpenAlexW4284884532MaRDI QIDQ2676909FDOQ2676909

Authors: Mahmoud Zarepour, Reza Habibi 

Publication date: 28 September 2022

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2022.05.006

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zbMATH Keywords

M-estimationpoint processgamma processBrownian bridgestable processPoisson-Dirichlet

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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• Inference for mean change-point in infinite variance \(AR(p)\) process

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