A consistent on‐line Bayesian procedure for detecting change points

DOI10.1002/env.2207zbMath1525.62183OpenAlexW1523532863MaRDI QIDQ6090002

Fco. Javier Girón, Elías Moreno, Antonio García-Ferrer

Publication date: 15 December 2023

Published in: Environmetrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/env.2207

zbMATH Keywords

consistencychange pointslinear modelsBayesian model selectionon-line detectionhierarchical uniform prior

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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