Bayesian loss-based approach to change point analysis

DOI10.1016/j.csda.2018.08.008zbMath1469.62079OpenAlexW2888579078MaRDI QIDQ1799816

Cristiano Villa, Fabrizio Leisen, Laurentiu C. Hinoveanu

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/69002/1/R3_DraftV1.pdf

zbMATH Keywords

model selectiondiscrete parameter spacechange pointloss-based prior

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items

A loss‐based prior for Gaussian graphical models, Detection of multiple change points for linear processes under negatively super-additive dependence

Uses Software

• bcp

Cites Work

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