Bayesian forecasting and detecting structural changepoints in dynamic models

DOI10.1080/03610929808832175zbMath0901.62042OpenAlexW2059061409MaRDI QIDQ3842908

Xiao-dong Wang

Publication date: 2 December 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832175

zbMATH Keywords

stopping timeKalman filterstructural changetracking process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Cites Work

• Adaptive Filtering
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bayesian forecasting and detecting structural changepoints in dynamic models