A consistent on‐line Bayesian procedure for detecting change points

DOI10.1002/ENV.2207MaRDI QIDQ6090002zbMATH OpenOpenAlexFDO

Authors Elías Moreno, F. J. Girón, 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

consistencylinear modelschange pointsBayesian model selectionon-line detectionhierarchical uniform prior

Mathematics Subject Classification ID

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

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Cited in

(3)

• On-line change-point detection (for state space models) using multi-process Kalman filters
• A periodic mixed linear state-space model to monthly long-term temperature data
• Exact Bayesian inference for off-line change-point detection in tree-structured graphical models

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