scientific article; zbMATH DE number 4098568

MaRDI QIDQ3823686zbMATH OpenFDO

Authors

Publication date 1987

zbMATH Keywords

Bayesian testchange point problemtwo-sided change detection statisticsuniform prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Optimal online detection of parameter changes in two linear models
• On sequential detection of parameter changes in linear regression

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