Hierarchical Bayesian Analysis of Changepoint Problems

DOI10.2307/2347570zbMATH Open0825.62408OpenAlexW2171166366MaRDI QIDQ4844003FDOQ4844003

Authors: Alan E. Gelfand, Bradley P. Carlin, A. F. M. Smith 

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c07307c1b94021754e038c210ba7508a950873d8

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zbMATH Keywords

changepointsGibbs samplerhierarchical Bayes modelschanging Markov chainschanging Poisson processeschanging regressions

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

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