A simple Bayesian approach to multiple change-points

DOI10.5705/ss.2011.025azbMath1214.62006MaRDI QIDQ2999740

Tze Leung Lai, Haipeng Xing

Publication date: 16 May 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j21n2/J21N24/J21N24.html

zbMATH Keywords

exponential families; empirical Bayes; segmentation; generalized linear autoregressive models

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J12: Generalized linear models (logistic models)

62C12: Empirical decision procedures; empirical Bayes procedures

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