Bayesian detection of structural changes

DOI10.1007/BF00116470zbMath0850.62282MaRDI QIDQ1207615

Nobuhisa Kashiwagi

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (3)

Structural change and unit roots ⋮ Estimating unknown join points: Determination of the yen-dollar exchange rate ⋮ A state-space approach to polygonal line regression

Cites Work

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• CONTINUOUS INSPECTION SCHEMES

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