The following pages link to (Q4343839):
Displayed 14 items.
- A New Model for Multivariate Markov Chains (Q119115) (← links)
- On empirical likelihood inference of a change-point (Q383925) (← links)
- Parameter estimation of the WMTD model (Q603174) (← links)
- Developing a new BIC for detecting change-points (Q622435) (← links)
- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process (Q1020716) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
- A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability (Q1375870) (← links)
- Spatio-temporal change-point modeling (Q1763441) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models (Q2575561) (← links)
- On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
- A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler (Q5220000) (← links)
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process (Q6184888) (← links)