APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS

DOI10.1142/S0219525902000651zbMath1043.62017MaRDI QIDQ4472831

Rosangela H. Loschi, Frederico R. B. Cruz

Publication date: 1 July 2004

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525902000651

zbMATH Keywords

relevance; Student t-distribution; Yao's cohesions; beta priors

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

Related Items

BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA

Cites Work

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