Bayesian detection of abnormal segments in multiple time series

DOI10.48550/arXiv.1412.5565zbMath1384.62286arXiv1412.5565OpenAlexW2964132830MaRDI QIDQ119892

Lawrence Bardwell, Paul Fearnhead, Lawrence Bardwell

Publication date: 17 December 2014

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5565

zbMATH Keywords

changepoint detectioncopy number variationBARDPASS

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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