A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes

From MaRDI portal
Publication:4082171

DOI10.2307/2285825zbMath0319.62046OpenAlexW4255622884MaRDI QIDQ4082171

Pedro E. Ferreira

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/2285825




Related Items (25)

ON CHANGE POINT DETECTION AND ESTIMATIONBAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIESBayesian analysis for a change in the intercept of simple linear regressionBayesian criteria for discriminating among regression models with one possible change pointModified information criterion for linear regression change-point model with its applicationsA comparison of estimators for regression models with change pointsA bayesian analysis of trend determination in economic time seriesA consistent on‐line Bayesian procedure for detecting change pointsUnnamed ItemA Bayesian approach for locating change points in a compound Poisson process with application to detecting DNA copy number variationsBayesian estimation of the switching regression model with autocorrelated errorsA Bayesian approach to retrospective identification of change-pointsUnnamed ItemA first order autoregressive process with a change point: a Bayesian approach based on model selectionDetecting changes in linear regression models with skew normal errorsDetecting change points in polynomial regression models with an application to cable data setsBayesian prediction of the number of change points in the piecewise linear modelApproximations to thep-values of tests for a change-point under non-standard conditionsBayesian Estimation of the Number of Change Points in Simple Linear Regression ModelsBayes estimation of two-phase linear regression modelChange-point problems: bibliography and reviewBayesian detection of a change of scale parameter in sequences of independent gamma random variablesTesting for a change point in linear regression modelsA Bayesian analysis of some threshold switching modelsBayesian analysis of switching regression models




This page was built for publication: A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes