Bayesian prediction of the number of change points in the piecewise linear model
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Publication:3598309
DOI10.1007/BF02589231zbMath1446.62200MaRDI QIDQ3598309
Publication date: 3 February 2009
Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)
62F25: Parametric tolerance and confidence regions
62J05: Linear regression; mixed models
62F15: Bayesian inference
Cites Work
- Detecting structural change in linear models
- A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
- Bayesian inferences related to shifting sequences and two-phase regression
- Estimating the transition between two intersecting straight lines
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes