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Estimation and comparison of multiple change-point models - MaRDI portal

Estimation and comparison of multiple change-point models (Q1305640)

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scientific article; zbMATH DE number 1342868
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English
Estimation and comparison of multiple change-point models
scientific article; zbMATH DE number 1342868

    Statements

    Estimation and comparison of multiple change-point models (English)
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    1998
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    Bayes factors
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    Change points
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    Gibbs sampling
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    Hidden Markov model
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    Marginal likelihood
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    Markov mixture model
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    Markov chain Monte Carlo
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