Bayesian Single Changepoint Estimation in a Parameter‐driven Model

DOI10.1111/SJOS.12274MaRDI QIDQ5357664zbMATH OpenOpenAlexFDO

Authors Chigozie Edson Utazi

Publication date 12 September 2017

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/407421/1/SJS_accepted.pdf

zbMATH Keywords

count datadata augmentationPoisson distributionregression modelreversible jump MCMClatent process

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to social sciences (62P25)

Recommendations

• scientific article; zbMATH DE number 1405812
• Bayesian change-point estimation in the presence of a single outlier
• Bayesian parameter estimation of Poisson process model with single change-point
• Bayesian-type estimators of change points
• Bayesian approach to change point problems
• Bayesian single change point detection in a sequence of multivariate normal observations
• Bayes and Empirical Bayes Inference in Changepoint Problems

Cited in

(2)

• scientific article; zbMATH DE number 6746781 (Why is no real title available?)
• Bayesian criteria for discriminating among regression models with one possible change point

This page was built for publication: Bayesian Single Changepoint Estimation in a Parameter‐driven Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5357664)