Bayesian Single Changepoint Estimation in a Parameter‐driven Model

DOI10.1111/SJOS.12274OpenAlexW2603639657MaRDI QIDQ5357664FDOQ5357664

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

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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)

Cited In (2)

• Title not available (Why is that?)
• Bayesian criteria for discriminating among regression models with one possible change point

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