A Gibbs sampling scheme to the product partition model: an application to change-point problems

DOI10.1016/S0305-0548(01)00111-3zbMath1012.62096OpenAlexW2106453800MaRDI QIDQ1869917

Rosangela H. Loschi, Pilar L. Iglesias, Reinaldo B. Arellano-Valle, Frederico R. B. Cruz

Publication date: 28 April 2003

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(01)00111-3

zbMATH Keywords

relevancechange pointsproduct partition modelStudent-\(t\) distributionYao's cohesions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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