A Bayesian significance test of the stationarity of regression parameters (Q3985514)
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scientific article; zbMATH DE number 30468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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