scientific article; zbMATH DE number 2199133
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Publication:5312861
zbMath1070.62072MaRDI QIDQ5312861
Tze Leung Lai, Haiyan Liu, Haipeng Xing
Publication date: 25 August 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
smoothingfilteringsimulationschange-point problemssequential Monte CarloBayesian inferencebounded complexity mixtures
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05)
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Application of modified information criterion to multiple change point problems ⋮ A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
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