Bayesian monitoring of local residual autocorrelations taking into account the run-length

DOI10.1016/J.JSPI.2008.02.018MaRDI QIDQ951047zbMATH OpenOpenAlexFDO

Authors Manuel Salvador, Pilar Gargallo

Publication date 29 October 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.02.018

zbMATH Keywords

Bayesian inferencetime seriesdynamic linear modelssequential monitoring

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• scientific article; zbMATH DE number 3545060 (Why is no real title available?)
• scientific article; zbMATH DE number 847277 (Why is no real title available?)
• Automatic selective intervention in dynamic linear models
• Bayes Factors
• Bayesian forecasting and dynamic models.
• Monitoring Residual Autocorrelations in Dynamic Linear Models
• Monitoring changes in exponential family models: a two-sided Bayesian decision approach
• Statistical process control and model monitoring
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(2)

• Monitoring Residual Autocorrelations in Dynamic Linear Models
• scientific article; zbMATH DE number 3954098 (Why is no real title available?)

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