A note on Bayesian identification of change points in data sequences
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Publication:2384592
DOI10.1016/j.cor.2006.02.018zbMath1149.90371DBLPjournals/cor/LoschiCTIAS08OpenAlexW2092740467WikidataQ58033806 ScholiaQ58033806MaRDI QIDQ2384592
Rosangela H. Loschi, Pilar L. Iglesias, Reinaldo B. Arellano-Valle, Ricardo H. C. Takahashi, Frederico R. B. Cruz, James MacGregor Smith
Publication date: 10 October 2007
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/139006
Related Items (3)
Full predictivistic modeling of stock market data: application to change point problems ⋮ Nonparametric product partition models for multiple change-points analysis ⋮ Bayesian Value-at-Risk with product partition models
Cites Work
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- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Product Partition Models for Normal Means
- Change-Point Detection With Non-Parametric Regression
- Bayesian Clustering and Product Partition Models
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