A Bayesian significance test of the stationarity of regression parameters (Q3985514)

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scientific article; zbMATH DE number 30468
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A Bayesian significance test of the stationarity of regression parameters
scientific article; zbMATH DE number 30468

    Statements

    A Bayesian significance test of the stationarity of regression parameters (English)
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    27 June 1992
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    Bayesian significance test for stationarity
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    regression equation
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    highest posterior density credible set
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    solution to the Behrens-Fisher problem
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    Monte Carlo simulation
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    Cusum
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    Cusum of squares tests
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    change-point
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    p- value
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