Comparing change-point location in independent series

DOI10.1007/s11222-014-9492-yzbMath1342.62142OpenAlexW2164586758MaRDI QIDQ2631363

Alice Cleynen, Stephane Robin

Publication date: 29 July 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9492-y

zbMATH Keywords

segmentationBayesian inferencenegative binomialcredibility intervalschange-point comparison

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15)

Related Items (1)

A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals

Uses Software

• cghseg
• EDAseq

Cites Work

• Exact posterior distributions and model selection criteria for multiple change-point detection problems
• The log likelihood ratio in segmented regression
• Minimization of functions having Lipschitz continuous first partial derivatives
• Bootstrapping confidence intervals for the change-point of time series
• Joint Segmentation of Multivariate Astronomical Time Series: Bayesian Sampling With a Hierarchical Model
• Univariate Discrete Distributions

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