A Bayesian analysis of a change in the parameters of autoregressive time series
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Publication:4607356
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Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 854964 (Why is no real title available?)
- A Bayesian Analysis of a Structural Change in the Parameters of a Time Series
- A Bayesian significance test of change for correlated observations
- A Bayesian significance test of change in the presence of a single outlier
- A Bayesian significance test of the stationarity of regression parameters
- A test for a change in a parameter occurring at an unknown point
- Bayesian Analysis of Structural Changes in Autoregressive Models
- Bayesian analysis for detecting a change in exponential family
- Bayesian analysis of autoregressive time series with change points
- CONTINUOUS INSPECTION SCHEMES
- Change detection in autoregressive time series
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Elements of multivariate time series analysis.
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- On the detection of changes in autoregressive time series. I: Asymptotics.
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Sampling-Based Approaches to Calculating Marginal Densities
- Some One-Sided Tests for Change in Level
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Structural changes in autoregressive models for binary time series
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Testing for a change in the parameter values and order of an autoregressive model
- The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
Cited in
(12)- Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services
- A Bayesian detection of structural changes in autoregressive time series models
- Bayesian analysis of autoregressive time series with change points
- Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
- A Bayesian analysis of multiple changes in the variance of first-order autoregressive time series models
- A Bayesian Analysis of a Structural Change in the Parameters of a Time Series
- Structural changes in AR(1) models: a Bayesian mixture approach
- A first order autoregressive process with a change point: a Bayesian approach based on model selection
- Bayesian Analysis of Structural Changes in Autoregressive Models
- Bayesian methods for change-point detection in long-range dependent processes
- Bayesian inference in a multiple contaminated autoregressive model with trend
- Estimating a gradual parameter change in an AR(1)-process
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