Bayesian prediction of the number of change points in the piecewise linear model

DOI10.1007/BF02589231zbMath1446.62200MaRDI QIDQ3598309

Ricardo Leiva

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

Bayesian estimationpiecewise linear modelnumber of change points

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Cites Work

• Detecting structural change in linear models
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• Bayesian inferences related to shifting sequences and two-phase regression
• Estimating the transition between two intersecting straight lines
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

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