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BAYESIAN DETECTION AND ANALYSIS OF CHANGING TRANSITION MATRICES OF STATIONARY MARKOV CHAINS - MaRDI portal

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BAYESIAN DETECTION AND ANALYSIS OF CHANGING TRANSITION MATRICES OF STATIONARY MARKOV CHAINS (Q4660881)

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scientific article; zbMATH DE number 2151393
Language Label Description Also known as
English
BAYESIAN DETECTION AND ANALYSIS OF CHANGING TRANSITION MATRICES OF STATIONARY MARKOV CHAINS
scientific article; zbMATH DE number 2151393

    Statements

    title
    BAYESIAN DETECTION AND ANALYSIS OF CHANGING TRANSITION MATRICES OF STATIONARY MARKOV CHAINS (English)
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    author
    P. C. N. Groenwald
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    A. C. Schoeman
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    publication date
    4 April 2005
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    zbMATH Keywords
    Bayes factors
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    Gibbs sampling
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    multinomial multiple change-points
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    posterior probability
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62M05
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    65C40
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    zbMATH DE Number
    2151393
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    OpenAlex ID
    W1978105642
    0 references
     
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